+57.3%
WULF vs UMC
+238.8%
-181.5%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +2.4% | +1.4% | +2.7% |
| 7D | +1.4% | +9.0% | -7.6% | -2.3% |
| 30D | -2.6% | +17.2% | -19.9% | -9.2% |
| 3M | -34.0% | +11.4% | -45.4% | -38.0% |
| 6M | +10.0% | +137.5% | -127.5% | -16.1% |
| YTD | +45.7% | +193.1% | -147.4% | +10.4% |
| 1Y | +57.3% | +240.3% | -183.0% | +20.8% |
| All | +57.3% | +238.8% | -181.5% | +20.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling