+66.3%
WULF vs WM
+0.5%
+65.8%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.6% | -3.5% | -4.9% |
| 7D | +15.6% | -1.2% | +16.8% | +13.7% |
| 30D | +5.7% | -4.5% | +10.2% | -0.4% |
| 3M | -32.3% | -2.2% | -30.1% | -33.3% |
| 6M | +23.7% | -11.5% | +35.1% | +14.2% |
| YTD | +49.1% | -0.7% | +49.8% | +52.5% |
| 1Y | +66.3% | +0.3% | +66.0% | +76.6% |
| All | +66.3% | +0.5% | +65.8% | +76.6% |
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