+118.2%
WULF vs MRNA
+554.4%
-436.2%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MRNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +5.4% | -1.7% | +3.3% |
| 7D | +1.4% | -1.1% | +2.5% | +1.5% |
| 30D | -2.6% | +126.1% | -128.7% | -15.3% |
| 3M | -34.0% | +190.0% | -224.0% | -45.0% |
| 6M | +10.0% | +157.2% | -147.2% | -6.9% |
| YTD | +45.7% | +388.2% | -342.5% | +12.0% |
| 1Y | +57.3% | +467.0% | -409.7% | +17.5% |
| 3Y | +878.9% | +36.1% | +842.9% | +740.2% |
| 5Y | -28.3% | -68.0% | +39.7% | -38.1% |
| All | +118.2% | +554.4% | -436.2% | +82.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MRNA.
Daily Out/Under-Performance
Portfolio return minus MRNA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MRNA 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 all: compounded portfolio wealth divided by compounded MRNA 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…
all analysis · Full analysis span regression · 6 months rolling