+86.1%
WULF vs MTB
+23.4%
+62.8%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.1% | +1.8% | +1.8% |
| 7D | +7.6% | +1.7% | +5.8% | +6.7% |
| 30D | -8.6% | -4.2% | -4.4% | -6.7% |
| 3M | -37.0% | +8.9% | -45.8% | -41.8% |
| 6M | +7.4% | +10.9% | -3.5% | -3.0% |
| YTD | +43.7% | +21.5% | +22.2% | +19.7% |
| 1Y | +86.1% | +21.9% | +64.2% | +38.8% |
| All | +86.1% | +23.4% | +62.8% | +38.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MTB.
Daily Out/Under-Performance
Portfolio return minus MTB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTB 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 1y: compounded portfolio wealth divided by compounded MTB 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…
1y analysis · Full analysis span regression · 6 months rolling