-57.0%
WULF vs MS
+120.4%
-177.4%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.9% | +3.1% | +5.8% | +4.8% |
| 7D | +13.2% | +0.7% | +12.4% | +12.2% |
| 30D | -10.1% | -0.9% | -9.2% | -8.0% |
| 3M | -27.5% | -13.0% | -14.5% | -12.5% |
| 6M | -47.1% | -2.0% | -45.1% | -45.6% |
| YTD | +7.7% | +7.8% | 0.0% | -3.1% |
| 1Y | -11.2% | +17.9% | -29.0% | -28.6% |
| 3Y | +1,217.0% | +174.8% | +1,042.2% | +305.4% |
| 5Y | -57.0% | +119.9% | -176.9% | -84.0% |
| All | -57.0% | +120.4% | -177.4% | -84.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling