+1,654.8%
WULF vs OMC
+2,636.4%
-981.6%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +1.5% | -7.2% | -6.0% |
| 7D | -0.6% | -6.2% | +5.7% | +0.3% |
| 30D | -3.6% | -7.6% | +3.9% | -2.7% |
| 3M | -30.4% | +7.4% | -37.8% | -31.6% |
| 6M | +12.5% | +0.1% | +12.3% | +11.7% |
| YTD | +40.5% | +0.4% | +40.0% | +38.6% |
| 1Y | +53.0% | +7.8% | +45.2% | +48.6% |
| 3Y | +796.7% | +11.8% | +784.8% | +771.9% |
| 5Y | -30.9% | +32.5% | -63.3% | -34.7% |
| 10Y | +76.1% | +34.2% | +41.9% | +63.7% |
| All | +1,654.8% | +2,636.4% | -981.6% | +1,361.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling