+1,762.4%
WULF vs MTB
+3,593.4%
-1,831.0%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.2% | -3.9% | -4.1% |
| 7D | +15.6% | +1.1% | +14.5% | +15.4% |
| 30D | +5.7% | -4.6% | +10.4% | +6.6% |
| 3M | -32.3% | +6.3% | -38.5% | -33.2% |
| 6M | +23.7% | +15.6% | +8.1% | +20.4% |
| YTD | +49.1% | +20.6% | +28.5% | +43.9% |
| 1Y | +66.3% | +22.5% | +43.8% | +60.1% |
| 3Y | +851.7% | +114.4% | +737.2% | +758.6% |
| 5Y | -30.9% | +101.9% | -132.8% | -36.7% |
| 10Y | +86.9% | +170.4% | -83.5% | +66.5% |
| All | +1,762.4% | +3,593.4% | -1,831.0% | +1,814.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling