+82.7%
WULF vs MKTX
+5.0%
+77.6%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.1% | +3.8% | +3.7% |
| 7D | +1.4% | -0.2% | +1.6% | +1.4% |
| 30D | -2.6% | +0.7% | -3.3% | -2.8% |
| 3M | -34.0% | +40.8% | -74.8% | -39.0% |
| 6M | +10.0% | -8.0% | +18.0% | +10.8% |
| YTD | +45.7% | -8.7% | +54.4% | +46.4% |
| 1Y | +57.3% | -11.8% | +69.2% | +58.8% |
| 3Y | +878.9% | -24.0% | +903.0% | +903.9% |
| 5Y | -28.3% | -60.3% | +32.0% | -19.7% |
| All | +82.7% | +5.0% | +77.6% | +104.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MKTX.
Daily Out/Under-Performance
Portfolio return minus MKTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKTX 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 MKTX 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