+1,222.8%
WULF vs MSCI
+34.4%
+1,188.4%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | +0.7% | +5.7% | +6.2% |
| 7D | +14.2% | -1.9% | +16.1% | +14.7% |
| 30D | -0.1% | +16.5% | -16.5% | -3.9% |
| 3M | -20.2% | +18.2% | -38.4% | -23.7% |
| 6M | -42.8% | +14.0% | -56.8% | -45.7% |
| YTD | +16.3% | +16.6% | -0.3% | +7.3% |
| 1Y | +8.0% | +14.8% | -6.8% | +0.5% |
| All | +1,222.8% | +34.4% | +1,188.4% | +1,238.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling