+127.8%
AAPL vs WULF
-28.8%
+156.6%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WULF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +3.7% | -2.0% | +1.6% |
| 7D | +3.8% | +1.4% | +2.5% | +3.7% |
| 30D | +9.9% | -2.6% | +12.5% | +9.9% |
| 3M | +12.5% | -34.0% | +46.5% | +14.1% |
| 6M | +27.6% | +10.0% | +17.6% | +25.8% |
| YTD | +22.6% | +45.7% | -23.1% | +18.5% |
| 1Y | +45.0% | +57.3% | -12.4% | +38.8% |
| 3Y | +87.8% | +878.9% | -791.2% | +54.3% |
| All | +127.8% | -28.8% | +156.6% | +83.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling