+188.9%
AMAT vs WULF
+83.4%
+105.5%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WULF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +1.7% | +2.6% | +3.8% |
| 7D | -1.5% | +7.6% | -9.1% | -3.7% |
| 30D | -14.8% | -8.6% | -6.2% | -13.1% |
| 3M | -9.3% | -37.0% | +27.7% | +0.3% |
| 6M | +27.4% | +7.4% | +20.0% | +25.9% |
| YTD | +77.6% | +43.7% | +33.9% | +66.5% |
| 1Y | +188.9% | +86.1% | +102.8% | +173.9% |
| All | +188.9% | +83.4% | +105.5% | +173.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling