+82.7%
WULF vs MSCI
+634.9%
-552.2%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.3% | +2.4% | +3.3% |
| 7D | +1.4% | -3.2% | +4.6% | +2.4% |
| 30D | -2.6% | -1.1% | -1.5% | -2.5% |
| 3M | -34.0% | -6.3% | -27.6% | -33.4% |
| 6M | +10.0% | +2.1% | +7.9% | +6.7% |
| YTD | +45.7% | -2.3% | +47.9% | +42.3% |
| 1Y | +57.3% | -3.9% | +61.2% | +55.0% |
| 3Y | +878.9% | +7.5% | +871.5% | +821.9% |
| 5Y | -28.3% | -9.8% | -18.5% | -33.3% |
| All | +82.7% | +634.9% | -552.2% | +42.4% |
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