-22.1%
WULF vs PM
+48.8%
-70.9%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | +1.6% | -8.2% | -5.8% |
| 7D | -12.8% | +4.3% | -17.1% | -10.8% |
| 30D | -20.9% | +11.5% | -32.4% | -16.3% |
| 3M | -38.0% | +13.0% | -51.1% | -33.9% |
| 6M | -47.5% | +25.9% | -73.4% | -44.6% |
| YTD | +1.8% | +34.0% | -32.2% | +9.6% |
| 1Y | -22.1% | +46.9% | -68.9% | -12.9% |
| All | -22.1% | +48.8% | -70.9% | -12.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PM.
Daily Out/Under-Performance
Portfolio return minus PM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PM 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 PM 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