+86.1%
WULF vs TMUS
-27.1%
+113.2%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -3.5% | +5.2% | -1.3% |
| 7D | +7.6% | +0.1% | +7.5% | +7.7% |
| 30D | -8.6% | +5.3% | -13.9% | -3.8% |
| 3M | -37.0% | +3.1% | -40.1% | -32.6% |
| 6M | +7.4% | -16.5% | +23.9% | -4.3% |
| YTD | +43.7% | -9.2% | +52.9% | +42.8% |
| 1Y | +86.1% | -26.5% | +112.6% | +97.8% |
| All | +86.1% | -27.1% | +113.2% | +97.8% |
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