+878.9%
WULF vs OMC
+10.5%
+868.5%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.6% | +4.3% | +3.9% |
| 7D | +1.4% | -4.4% | +5.8% | +2.6% |
| 30D | -2.6% | -7.6% | +5.0% | -0.9% |
| 3M | -34.0% | +4.5% | -38.5% | -36.2% |
| 6M | +10.0% | -0.3% | +10.2% | +8.2% |
| YTD | +45.7% | -0.1% | +45.8% | +41.8% |
| 1Y | +57.3% | +4.6% | +52.7% | +45.5% |
| 3Y | +878.9% | +10.5% | +868.5% | +608.1% |
| All | +878.9% | +10.5% | +868.5% | +608.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling