+82.7%
WULF vs MO
+114.7%
-32.0%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.3% | +3.4% | +3.7% |
| 7D | +1.4% | +0.1% | +1.2% | +1.4% |
| 30D | -2.6% | +7.1% | -9.8% | -3.2% |
| 3M | -34.0% | -2.0% | -32.0% | -34.3% |
| 6M | +10.0% | +7.3% | +2.7% | +7.5% |
| YTD | +45.7% | +23.5% | +22.2% | +39.1% |
| 1Y | +57.3% | +11.0% | +46.3% | +52.7% |
| 3Y | +878.9% | +95.0% | +783.9% | +730.7% |
| 5Y | -28.3% | +100.6% | -128.9% | -39.6% |
| All | +82.7% | +114.7% | -32.0% | +43.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling