+82.7%
WULF vs MKSI
+524.1%
-441.4%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +2.1% | +1.6% | +2.7% |
| 7D | +1.4% | +2.7% | -1.3% | +0.2% |
| 30D | -2.6% | -12.8% | +10.2% | +4.3% |
| 3M | -34.0% | -22.5% | -11.4% | -25.8% |
| 6M | +10.0% | +19.4% | -9.4% | +2.2% |
| YTD | +45.7% | +67.7% | -22.0% | +16.1% |
| 1Y | +57.3% | +131.4% | -74.1% | +7.0% |
| 3Y | +878.9% | +197.3% | +681.6% | +517.5% |
| 5Y | -28.3% | +87.0% | -115.3% | -51.7% |
| All | +82.7% | +524.1% | -441.4% | +16.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MKSI.
Daily Out/Under-Performance
Portfolio return minus MKSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKSI return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded MKSI wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling