+86.1%
WULF vs UMAC
+164.0%
-77.9%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -3.1% | +4.8% | +2.4% |
| 7D | +7.6% | -0.9% | +8.5% | +7.8% |
| 30D | -8.6% | -7.7% | -1.0% | -8.5% |
| 3M | -37.0% | -26.4% | -10.5% | -35.3% |
| 6M | +7.4% | +61.9% | -54.4% | -15.1% |
| YTD | +43.7% | +86.5% | -42.8% | +6.5% |
| 1Y | +86.1% | +156.3% | -70.2% | +32.3% |
| All | +86.1% | +164.0% | -77.9% | +32.3% |
Cumulative growth
Daily Returns
Daily percentage return beside UMAC.
Daily Out/Under-Performance
Portfolio return minus UMAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UMAC 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 1y: compounded portfolio wealth divided by compounded UMAC 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…
1y analysis · Full analysis span regression · 6 months rolling