+901.8%
WULF vs TMUS
+34.9%
+866.9%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -2.4% | -1.7% | -4.6% |
| 7D | +15.6% | -5.3% | +20.9% | +14.3% |
| 30D | +5.7% | +0.1% | +5.6% | +6.0% |
| 3M | -32.3% | -0.6% | -31.7% | -31.9% |
| 6M | +23.7% | -17.5% | +41.2% | +24.8% |
| YTD | +49.1% | -11.3% | +60.3% | +50.0% |
| 1Y | +66.3% | -25.4% | +91.7% | +76.7% |
| All | +901.8% | +34.9% | +866.9% | +392.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling