-24.7%
WULF vs MNDY
-76.8%
+52.1%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MNDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +2.0% | +1.8% | +3.1% |
| 7D | +1.4% | -4.6% | +6.0% | +2.4% |
| 30D | -2.6% | +1.0% | -3.7% | -4.5% |
| 3M | -34.0% | +9.1% | -43.1% | -38.2% |
| 6M | +10.0% | +14.2% | -4.2% | -2.1% |
| YTD | +45.7% | -41.1% | +86.8% | +60.9% |
| 1Y | +57.3% | -54.7% | +112.1% | +90.7% |
| 3Y | +878.9% | -50.6% | +929.5% | +1,001.1% |
| All | -24.7% | -76.8% | +52.1% | -17.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MNDY.
Daily Out/Under-Performance
Portfolio return minus MNDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MNDY 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 5y: compounded portfolio wealth divided by compounded MNDY 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…
5y analysis · Full analysis span regression · 6 months rolling