+66.3%
WULF vs MS
+48.4%
+17.9%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.4% | -3.7% | -3.6% |
| 7D | +15.6% | +1.7% | +13.9% | +13.7% |
| 30D | +5.7% | 0.0% | +5.7% | +5.4% |
| 3M | -32.3% | +3.0% | -35.3% | -35.0% |
| 6M | +23.7% | +35.7% | -12.0% | -12.2% |
| YTD | +49.1% | +23.3% | +25.8% | +15.2% |
| 1Y | +66.3% | +44.7% | +21.6% | +12.9% |
| All | +66.3% | +48.4% | +17.9% | +12.9% |
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