+86.1%
WULF vs MO
+10.1%
+76.1%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.9% | +2.6% | +1.2% |
| 7D | +7.6% | +0.3% | +7.2% | +7.8% |
| 30D | -8.6% | +0.6% | -9.3% | -7.9% |
| 3M | -37.0% | -1.0% | -36.0% | -37.5% |
| 6M | +7.4% | +4.3% | +3.1% | +6.1% |
| YTD | +43.7% | +23.3% | +20.4% | +40.6% |
| 1Y | +86.1% | +10.5% | +75.7% | +89.9% |
| All | +86.1% | +10.1% | +76.1% | +89.9% |
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