+76.1%
WULF vs MMM
+53.9%
+22.3%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -0.9% | -4.8% | -5.4% |
| 7D | -0.6% | -3.2% | +2.7% | +0.9% |
| 30D | -3.6% | -10.7% | +7.0% | +1.2% |
| 3M | -30.4% | +4.3% | -34.7% | -32.1% |
| 6M | +12.5% | +5.9% | +6.6% | +9.3% |
| YTD | +40.5% | +3.2% | +37.3% | +38.3% |
| 1Y | +53.0% | +8.0% | +45.0% | +47.0% |
| 3Y | +796.7% | +99.1% | +697.6% | +594.3% |
| 5Y | -30.9% | +25.7% | -56.6% | -41.5% |
| All | +76.1% | +53.9% | +22.3% | +48.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MMM.
Daily Out/Under-Performance
Portfolio return minus MMM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MMM 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 MMM 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