+57.3%
WULF vs OMC
+7.0%
+50.3%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.6% | +4.3% | +3.5% |
| 7D | +1.4% | -4.4% | +5.8% | -0.1% |
| 30D | -2.6% | -7.6% | +5.0% | -5.2% |
| 3M | -34.0% | +4.5% | -38.5% | -32.4% |
| 6M | +10.0% | -0.3% | +10.2% | +10.9% |
| YTD | +45.7% | -0.1% | +45.8% | +43.1% |
| 1Y | +57.3% | +4.6% | +52.7% | +61.2% |
| All | +57.3% | +7.0% | +50.3% | +61.2% |
Cumulative growth
Daily Returns
Daily percentage return beside OMC.
Daily Out/Under-Performance
Portfolio return minus OMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OMC 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 OMC 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