+96.2%
WULF vs MULL
+2,337.2%
-2,240.9%
-73.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -1.2% | +4.9% | +4.1% |
| 7D | +1.4% | -8.4% | +9.8% | +3.8% |
| 30D | -2.6% | +9.7% | -12.3% | -6.0% |
| 3M | -34.0% | -26.8% | -7.2% | -35.2% |
| 6M | +10.0% | +220.7% | -210.7% | -38.6% |
| YTD | +45.7% | +509.0% | -463.4% | -39.0% |
| 1Y | +57.3% | +1,739.5% | -1,682.2% | -60.9% |
| All | +96.2% | +2,337.2% | -2,240.9% | -62.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling