+12.5%
WULF vs MO
+6.1%
+6.3%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +1.3% | -7.1% | -4.4% |
| 7D | -0.6% | -1.0% | +0.5% | -1.4% |
| 30D | -3.6% | +5.8% | -9.4% | +2.7% |
| 3M | -30.4% | -4.5% | -25.9% | -32.3% |
| 6M | +12.5% | +5.7% | +6.7% | +14.2% |
| All | +12.5% | +6.1% | +6.3% | +14.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling