-22.1%
WULF vs MUB
+0.1%
-22.1%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | +0.4% | -7.1% | -8.5% |
| 7D | -12.8% | +0.6% | -13.4% | -15.2% |
| 30D | -20.9% | +3.2% | -24.1% | -32.4% |
| 3M | -38.0% | -1.1% | -37.0% | -31.2% |
| 6M | -47.5% | -1.1% | -46.4% | -41.2% |
| YTD | +1.8% | -0.5% | +2.3% | +15.7% |
| 1Y | -22.1% | 0.0% | -22.0% | -12.4% |
| All | -22.1% | +0.1% | -22.1% | -12.4% |
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