+1,707.5%
AMAT vs WULF
+96.0%
+1,611.4%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WULF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.1% | +3.3% | -0.5% |
| 7D | +6.9% | +15.6% | -8.7% | +5.6% |
| 30D | -10.1% | +5.7% | -15.8% | -10.7% |
| 3M | -6.0% | -32.3% | +26.3% | -3.2% |
| 6M | +38.6% | +23.7% | +15.0% | +36.3% |
| YTD | +83.1% | +49.1% | +34.0% | +76.9% |
| 1Y | +188.3% | +66.3% | +122.0% | +174.8% |
| 3Y | +225.3% | +851.7% | -626.3% | +156.6% |
| 5Y | +262.0% | -30.9% | +292.9% | +188.7% |
| 10Y | +1,707.5% | +86.9% | +1,620.5% | +1,323.4% |
| All | +1,707.5% | +96.0% | +1,611.4% | +1,323.4% |
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