-24.7%
WULF vs MO
+99.8%
-124.6%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -2.1% |
| 3M | -34.0% | -2.0% | -32.0% | -34.3% |
| 6M | +10.0% | +7.3% | +2.7% | +8.0% |
| YTD | +45.7% | +23.5% | +22.2% | +40.4% |
| 1Y | +57.3% | +11.0% | +46.3% | +53.8% |
| 3Y | +878.9% | +95.0% | +783.9% | +691.9% |
| All | -24.7% | +99.8% | -124.6% | -30.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling