-22.1%
WULF vs TMUS
-20.4%
-1.6%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | +3.1% | -9.7% | -3.9% |
| 7D | -12.8% | +7.5% | -20.3% | -6.3% |
| 30D | -20.9% | -3.3% | -17.6% | -20.2% |
| 3M | -38.0% | -9.7% | -28.4% | -40.5% |
| 6M | -47.5% | -17.2% | -30.3% | -52.5% |
| YTD | +1.8% | -20.3% | +22.2% | -9.4% |
| 1Y | -22.1% | -21.2% | -0.8% | -30.6% |
| All | -22.1% | -20.4% | -1.6% | -30.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TMUS.
Daily Out/Under-Performance
Portfolio return minus TMUS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMUS 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 TMUS 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