+188.3%
AMAT vs WULF
+78.8%
+109.5%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WULF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.1% | +3.3% | +0.3% |
| 7D | +6.9% | +15.6% | -8.7% | +2.4% |
| 30D | -10.1% | +5.7% | -15.8% | -12.1% |
| 3M | -6.0% | -32.3% | +26.3% | +2.0% |
| 6M | +38.6% | +23.7% | +15.0% | +33.0% |
| YTD | +83.1% | +49.1% | +34.0% | +69.4% |
| 1Y | +188.3% | +66.3% | +122.0% | +170.8% |
| All | +188.3% | +78.8% | +109.5% | +170.8% |
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