+580.5%
WULF vs UMAC
+473.8%
+106.7%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -2.5% | +6.2% | +4.0% |
| 7D | +1.4% | -3.4% | +4.8% | +1.9% |
| 30D | -2.6% | -15.1% | +12.5% | -1.1% |
| 3M | -34.0% | -10.8% | -23.2% | -33.9% |
| 6M | +10.0% | +15.7% | -5.7% | +3.0% |
| YTD | +45.7% | +80.1% | -34.4% | +28.9% |
| 1Y | +57.3% | +116.7% | -59.4% | +34.9% |
| All | +580.5% | +473.8% | +106.7% | +455.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling