-24.7%
WULF vs UMC
+143.5%
-168.3%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +2.4% | +1.4% | +2.2% |
| 7D | +1.4% | +9.0% | -7.6% | -4.2% |
| 30D | -2.6% | +17.2% | -19.9% | -12.8% |
| 3M | -34.0% | +11.4% | -45.4% | -41.1% |
| 6M | +10.0% | +137.5% | -127.5% | -43.3% |
| YTD | +45.7% | +193.1% | -147.4% | -39.9% |
| 1Y | +57.3% | +240.3% | -183.0% | -43.1% |
| 3Y | +878.9% | +262.2% | +616.8% | +240.1% |
| All | -24.7% | +143.5% | -168.3% | -69.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling