+892.2%
WULF vs MSCI
+4.4%
+887.8%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.2% | -3.8% | +11.9% | +9.3% |
| 7D | +21.9% | -2.1% | +24.0% | +22.6% |
| 30D | +4.6% | -1.7% | +6.3% | +4.8% |
| 3M | -30.9% | -8.2% | -22.7% | -30.0% |
| 6M | +29.9% | -2.4% | +32.3% | +26.8% |
| YTD | +55.4% | -2.8% | +58.3% | +49.6% |
| 1Y | +94.1% | -2.7% | +96.8% | +86.4% |
| 3Y | +892.2% | +7.3% | +884.9% | +877.1% |
| All | +892.2% | +4.4% | +887.8% | +877.1% |
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