+158.6%
WULF vs MUB
+76.3%
+82.4%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.2% | 0.0% | +8.2% | +8.2% |
| 7D | +21.9% | -0.3% | +22.2% | +22.1% |
| 30D | +4.6% | -1.5% | +6.1% | +5.3% |
| 3M | -30.9% | -1.9% | -29.0% | -30.3% |
| 6M | +29.9% | -1.7% | +31.6% | +31.1% |
| YTD | +55.4% | -0.8% | +56.2% | +56.3% |
| 1Y | +94.1% | +1.5% | +92.6% | +93.5% |
| 3Y | +892.2% | +8.8% | +883.5% | +868.9% |
| 5Y | -26.7% | +2.0% | -28.7% | -28.5% |
| 10Y | +94.0% | +18.0% | +76.0% | +93.6% |
| All | +158.6% | +76.3% | +82.4% | +175.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling