-22.1%
WULF vs MULL
+444.9%
-466.9%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | -13.8% | +7.1% | -3.0% |
| 7D | -12.8% | -35.9% | +23.1% | -2.2% |
| 30D | -20.9% | -47.3% | +26.4% | -7.0% |
| 3M | -38.0% | -30.6% | -7.5% | -32.4% |
| 6M | -47.5% | +13.7% | -61.2% | -54.5% |
| YTD | +1.8% | +272.1% | -270.3% | -37.3% |
| 1Y | -22.1% | +475.1% | -497.1% | -58.3% |
| All | -22.1% | +444.9% | -466.9% | -58.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MULL.
Daily Out/Under-Performance
Portfolio return minus MULL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MULL 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 MULL 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