+1,362.0%
AMAT vs WULF
+39.2%
+1,322.8%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WULF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -2.4% | -1.2% | -3.4% |
| 7D | +19.3% | +29.4% | -10.0% | +16.6% |
| 30D | -17.9% | -1.3% | -16.7% | -17.9% |
| 3M | -30.4% | -24.1% | -6.3% | -29.0% |
| 6M | -11.4% | -42.8% | +31.4% | -7.6% |
| YTD | +48.8% | +13.5% | +35.3% | +46.9% |
| 1Y | +66.0% | +3.2% | +62.9% | +64.6% |
| 3Y | +158.8% | +1,230.6% | -1,071.8% | +102.1% |
| 5Y | +153.2% | -54.1% | +207.3% | +107.3% |
| All | +1,362.0% | +39.2% | +1,322.8% | +1,087.6% |
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