-22.1%
WULF vs MO
+45.9%
-67.9%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | +1.4% | -8.0% | -5.4% |
| 7D | -12.8% | +6.9% | -19.7% | -7.2% |
| 30D | -20.9% | +14.9% | -35.8% | -10.2% |
| 3M | -38.0% | +16.4% | -54.5% | -28.5% |
| 6M | -47.5% | +9.6% | -57.1% | -41.2% |
| YTD | +1.8% | +41.8% | -40.0% | +7.7% |
| 1Y | -22.1% | +45.3% | -67.4% | -16.7% |
| All | -22.1% | +45.9% | -67.9% | -16.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MO.
Daily Out/Under-Performance
Portfolio return minus MO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MO 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 1y: compounded portfolio wealth divided by compounded MO 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…
1y analysis · Full analysis span regression · 6 months rolling