-30.9%
WULF vs TMUS
+42.2%
-73.1%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -2.4% | -1.7% | -4.0% |
| 7D | +15.6% | -5.3% | +20.9% | +15.9% |
| 30D | +5.7% | +0.1% | +5.6% | +5.7% |
| 3M | -32.3% | -0.6% | -31.7% | -32.7% |
| 6M | +23.7% | -17.5% | +41.2% | +27.1% |
| YTD | +49.1% | -11.3% | +60.3% | +50.0% |
| 1Y | +66.3% | -25.4% | +91.7% | +77.3% |
| 3Y | +851.7% | +35.5% | +816.1% | +657.1% |
| 5Y | -30.9% | +41.9% | -72.8% | -45.4% |
| All | -30.9% | +42.2% | -73.1% | -45.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling