+878.9%
WULF vs MTB
+114.2%
+764.8%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.3% | +3.4% | +3.4% |
| 7D | +1.4% | 0.0% | +1.4% | +1.3% |
| 30D | -2.6% | -4.8% | +2.2% | +2.3% |
| 3M | -34.0% | +6.0% | -39.9% | -39.4% |
| 6M | +10.0% | +19.6% | -9.6% | -11.2% |
| YTD | +45.7% | +21.5% | +24.2% | +13.7% |
| 1Y | +57.3% | +24.7% | +32.6% | +18.4% |
| 3Y | +878.9% | +108.6% | +770.4% | +392.6% |
| All | +878.9% | +114.2% | +764.8% | +392.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling