+133,137.9%
AAPL vs WULF
+1,654.8%
+131,483.2%
-81.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WULF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -5.8% | +9.3% | +3.7% |
| 7D | -0.5% | -0.6% | +0.1% | -0.5% |
| 30D | +7.1% | -3.6% | +10.7% | +7.1% |
| 3M | +12.1% | -30.4% | +42.5% | +12.7% |
| 6M | +25.4% | +12.5% | +13.0% | +24.6% |
| YTD | +20.5% | +40.5% | -20.0% | +18.8% |
| 1Y | +44.5% | +53.0% | -8.5% | +41.9% |
| 3Y | +85.8% | +796.7% | -710.9% | +71.9% |
| 5Y | +124.8% | -30.9% | +155.6% | +107.2% |
| 10Y | +1,284.7% | +76.1% | +1,208.6% | +1,165.7% |
| All | +133,137.9% | +1,654.8% | +131,483.2% | +122,442.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling