+82.7%
WULF vs UMC
+1,863.6%
-1,780.9%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +2.4% | +1.4% | +2.8% |
| 7D | +1.4% | +9.0% | -7.6% | -1.8% |
| 30D | -2.6% | +17.2% | -19.9% | -8.4% |
| 3M | -34.0% | +11.4% | -45.4% | -37.4% |
| 6M | +10.0% | +137.5% | -127.5% | -20.3% |
| YTD | +45.7% | +193.1% | -147.4% | -3.8% |
| 1Y | +57.3% | +240.3% | -183.0% | -1.6% |
| 3Y | +878.9% | +262.2% | +616.8% | +513.5% |
| 5Y | -28.3% | +143.1% | -171.4% | -53.9% |
| All | +82.7% | +1,863.6% | -1,780.9% | +5.7% |
Cumulative growth
Daily Returns
Daily percentage return beside UMC.
Daily Out/Under-Performance
Portfolio return minus UMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UMC 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 10y: compounded portfolio wealth divided by compounded UMC 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…
10y analysis · Full analysis span regression · 6 months rolling