+86.1%
WULF vs MUB
+2.9%
+83.3%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | 0.0% | +1.7% | +1.6% |
| 7D | +7.6% | -0.9% | +8.4% | +12.1% |
| 30D | -8.6% | -1.4% | -7.2% | -2.4% |
| 3M | -37.0% | -2.2% | -34.8% | -29.6% |
| 6M | +7.4% | -1.9% | +9.3% | +15.3% |
| YTD | +43.7% | -0.8% | +44.5% | +58.0% |
| 1Y | +86.1% | +2.7% | +83.4% | +109.8% |
| All | +86.1% | +2.9% | +83.3% | +109.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MUB.
Daily Out/Under-Performance
Portfolio return minus MUB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MUB 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 MUB 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