+1,246.0%
WULF vs MS
+5,067.1%
-3,821.2%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.9% | +3.1% | +5.8% | +8.4% |
| 7D | +13.2% | +0.7% | +12.4% | +13.1% |
| 30D | -10.1% | -0.9% | -9.2% | -9.8% |
| 3M | -27.5% | -13.0% | -14.5% | -25.9% |
| 6M | -47.1% | -2.0% | -45.1% | -46.7% |
| YTD | +7.7% | +7.8% | 0.0% | +7.4% |
| 1Y | -11.2% | +17.9% | -29.0% | -12.4% |
| 3Y | +1,217.0% | +174.8% | +1,042.2% | +1,103.0% |
| 5Y | -57.0% | +119.9% | -176.9% | -59.8% |
| 10Y | +32.0% | +578.8% | -546.8% | +14.3% |
| All | +1,246.0% | +5,067.1% | -3,821.2% | +1,008.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling