-45.4%
WULF vs TMUS
-11.0%
-34.4%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.6% | -2.6% | -3.6% |
| 7D | +11.0% | +4.9% | +6.1% | +14.4% |
| 30D | +9.4% | +7.7% | +1.7% | +17.1% |
| 3M | -22.6% | -6.8% | -15.8% | -23.0% |
| 6M | -45.4% | -9.7% | -35.7% | -44.1% |
| All | -45.4% | -11.0% | -34.4% | -44.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling