-12.2%
WULF vs WM
+20.3%
-32.5%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.3% | +1.1% | +1.9% |
| 7D | +0.2% | +1.2% | -0.9% | +2.6% |
| 30D | -8.8% | +13.7% | -22.5% | +10.9% |
| 3M | -22.5% | +5.2% | -27.7% | -14.9% |
| 6M | -46.3% | +11.2% | -57.5% | -36.6% |
| YTD | +9.3% | +9.4% | -0.1% | +30.6% |
| 1Y | -12.2% | +20.4% | -32.6% | +18.5% |
| All | -12.2% | +20.3% | -32.5% | +18.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WM.
Daily Out/Under-Performance
Portfolio return minus WM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WM 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 WM 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