+72.0%
WULF vs MNDY
-50.8%
+122.8%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MNDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +5.0% | -10.8% | -7.2% |
| 7D | -0.6% | -12.5% | +11.9% | +2.7% |
| 30D | -3.6% | -2.6% | -1.0% | -4.4% |
| 3M | -30.4% | +4.2% | -34.6% | -33.7% |
| 6M | +12.5% | +9.8% | +2.7% | +2.3% |
| YTD | +40.5% | -42.3% | +82.8% | +54.8% |
| 1Y | +53.0% | -54.5% | +107.5% | +82.0% |
| 3Y | +796.7% | -50.3% | +846.9% | +905.2% |
| 5Y | -30.9% | -77.1% | +46.2% | -26.1% |
| All | +72.0% | -50.8% | +122.8% | +83.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling