-55.9%
WULF vs TMUS
+51.5%
-107.4%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.6% | -2.6% | -3.3% |
| 7D | +11.0% | +4.9% | +6.1% | +11.3% |
| 30D | +9.4% | +7.7% | +1.7% | +10.1% |
| 3M | -22.6% | -6.8% | -15.8% | -21.9% |
| 6M | -45.4% | -9.7% | -35.7% | -44.8% |
| YTD | +9.8% | -15.0% | +24.8% | +11.4% |
| 1Y | +8.0% | -19.1% | +27.2% | +11.0% |
| 3Y | +1,149.5% | +21.4% | +1,128.1% | +933.0% |
| All | -55.9% | +51.5% | -107.4% | -70.5% |
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