-34.4%
WULF vs MTUM
-74.7%
+40.3%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.8% | -77.1% | +63.2% | +17.2% |
| 7D | -20.9% | -79.0% | +58.1% | +30.4% |
| 30D | -32.7% | -80.7% | +48.0% | +34.2% |
| 3M | -44.2% | -79.8% | +35.5% | +2.2% |
| 6M | -57.1% | -78.4% | +21.3% | -37.1% |
| YTD | -12.3% | -74.9% | +62.6% | -13.6% |
| 1Y | -34.4% | -74.8% | +40.4% | -34.7% |
| All | -34.4% | -74.7% | +40.3% | -34.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MTUM.
Daily Out/Under-Performance
Portfolio return minus MTUM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTUM 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 MTUM 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