-22.1%
WULF vs MS
+22.2%
-44.3%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | +4.2% | -10.9% | -11.5% |
| 7D | -12.8% | +2.6% | -15.5% | -15.7% |
| 30D | -20.9% | +2.6% | -23.5% | -23.0% |
| 3M | -38.0% | -10.1% | -27.9% | -30.2% |
| 6M | -47.5% | +4.4% | -51.9% | -50.5% |
| YTD | +1.8% | +11.7% | -9.9% | -15.6% |
| 1Y | -22.1% | +20.9% | -43.0% | -45.3% |
| All | -22.1% | +22.2% | -44.3% | -45.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MS.
Daily Out/Under-Performance
Portfolio return minus MS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MS 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 MS 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