+797.3%
WULF vs WM
+46.8%
+750.5%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.2% | +3.0% | +1.4% |
| 7D | +7.6% | -0.3% | +7.9% | +7.4% |
| 30D | -8.6% | -2.4% | -6.3% | -9.2% |
| 3M | -37.0% | +0.4% | -37.4% | -37.3% |
| 6M | +7.4% | -9.5% | +16.9% | +7.4% |
| YTD | +43.7% | +0.5% | +43.2% | +42.0% |
| 1Y | +86.1% | -1.1% | +87.2% | +85.7% |
| All | +797.3% | +46.8% | +750.5% | +696.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling