-24.7%
WULF vs MTUM
+78.7%
-103.4%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.3% | +2.4% | +1.2% |
| 7D | +1.4% | +0.7% | +0.7% | +0.3% |
| 30D | -2.6% | -2.4% | -0.2% | +3.1% |
| 3M | -34.0% | -3.6% | -30.3% | -29.3% |
| 6M | +10.0% | +23.7% | -13.7% | -27.5% |
| YTD | +45.7% | +22.9% | +22.8% | -0.8% |
| 1Y | +57.3% | +21.8% | +35.6% | +11.0% |
| 3Y | +878.9% | +114.4% | +764.5% | +207.4% |
| All | -24.7% | +78.7% | -103.4% | -68.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling