+1,278.0%
AAPL vs WULF
+82.7%
+1,195.3%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WULF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +3.7% | -2.0% | +1.6% |
| 7D | +3.8% | +1.4% | +2.5% | +3.8% |
| 30D | +9.9% | -2.6% | +12.5% | +9.9% |
| 3M | +12.5% | -34.0% | +46.5% | +13.7% |
| 6M | +27.6% | +10.0% | +17.6% | +26.3% |
| YTD | +22.6% | +45.7% | -23.1% | +19.7% |
| 1Y | +45.0% | +57.3% | -12.4% | +40.5% |
| 3Y | +87.8% | +878.9% | -791.2% | +64.4% |
| 5Y | +128.7% | -28.3% | +157.0% | +98.1% |
| All | +1,278.0% | +82.7% | +1,195.3% | +1,117.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WULF.
Daily Out/Under-Performance
Portfolio return minus WULF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WULF 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 10y: compounded portfolio wealth divided by compounded WULF 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…
10y analysis · Full analysis span regression · 6 months rolling