+86.1%
WULF vs MS
+49.4%
+36.7%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.3% | +1.5% | +1.4% |
| 7D | +7.6% | +1.4% | +6.2% | +6.2% |
| 30D | -8.6% | -0.3% | -8.4% | -8.5% |
| 3M | -37.0% | +0.3% | -37.3% | -37.6% |
| 6M | +7.4% | +31.3% | -23.9% | -21.4% |
| YTD | +43.7% | +24.7% | +19.0% | +9.2% |
| 1Y | +86.1% | +47.9% | +38.2% | +19.3% |
| All | +86.1% | +49.4% | +36.7% | +19.3% |
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