+34.7%
WULF vs MSCI
+811.9%
-777.2%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +1.3% | -4.6% | -3.6% |
| 7D | +11.0% | +3.0% | +8.0% | +10.0% |
| 30D | +9.4% | +17.8% | -8.4% | +3.4% |
| 3M | -22.6% | +15.2% | -37.8% | -26.5% |
| 6M | -45.4% | +16.5% | -61.9% | -49.1% |
| YTD | +9.8% | +16.4% | -6.5% | +1.0% |
| 1Y | +8.0% | +16.8% | -8.8% | -0.9% |
| 3Y | +1,149.5% | +35.8% | +1,113.7% | +983.2% |
| 5Y | -55.6% | +7.0% | -62.6% | -61.1% |
| All | +34.7% | +811.9% | -777.2% | -9.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MSCI.
Daily Out/Under-Performance
Portfolio return minus MSCI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSCI 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 10y: compounded portfolio wealth divided by compounded MSCI 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…
10y analysis · Full analysis span regression · 6 months rolling