+57.3%
WULF vs MTB
+24.6%
+32.7%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.3% | +3.4% | +3.5% |
| 7D | +1.4% | 0.0% | +1.4% | +1.4% |
| 30D | -2.6% | -4.8% | +2.2% | -0.2% |
| 3M | -34.0% | +6.0% | -39.9% | -37.8% |
| 6M | +10.0% | +19.6% | -9.6% | -4.9% |
| YTD | +45.7% | +21.5% | +24.2% | +20.5% |
| 1Y | +57.3% | +24.7% | +32.6% | +17.0% |
| All | +57.3% | +24.6% | +32.7% | +17.0% |
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