+34.7%
WULF vs TMUS
+244.6%
-209.9%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.6% | -2.6% | -3.2% |
| 7D | +11.0% | +4.9% | +6.1% | +11.0% |
| 30D | +9.4% | +7.7% | +1.7% | +9.4% |
| 3M | -22.6% | -6.8% | -15.8% | -22.3% |
| 6M | -45.4% | -9.7% | -35.7% | -45.1% |
| YTD | +9.8% | -15.0% | +24.8% | +10.6% |
| 1Y | +8.0% | -19.1% | +27.2% | +9.5% |
| 3Y | +1,149.5% | +21.4% | +1,128.1% | +1,077.7% |
| 5Y | -55.6% | +51.2% | -106.8% | -59.3% |
| All | +34.7% | +244.6% | -209.9% | +27.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling