-26.7%
WULF vs WM
+53.3%
-80.1%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.2% | -0.6% | +8.7% | +8.1% |
| 7D | +21.9% | -0.9% | +22.8% | +21.9% |
| 30D | +4.6% | -4.3% | +8.9% | +4.4% |
| 3M | -30.9% | +0.8% | -31.7% | -31.6% |
| 6M | +29.9% | -10.8% | +40.6% | +30.9% |
| YTD | +55.4% | -0.1% | +55.5% | +53.0% |
| 1Y | +94.1% | +1.0% | +93.1% | +90.3% |
| 3Y | +892.2% | +45.1% | +847.1% | +764.0% |
| 5Y | -26.7% | +52.1% | -78.9% | -31.1% |
| All | -26.7% | +53.3% | -80.1% | -31.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling