+228.1%
AMAT vs WULF
+850.0%
-621.9%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WULF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +8.2% | -4.2% | +2.9% |
| 7D | +7.0% | +21.9% | -14.9% | +4.2% |
| 30D | -12.2% | +4.6% | -16.8% | -12.9% |
| 3M | -3.8% | -30.9% | +27.1% | -0.1% |
| 6M | +45.9% | +29.9% | +16.0% | +41.7% |
| YTD | +84.6% | +55.4% | +29.2% | +75.3% |
| 1Y | +193.4% | +94.1% | +99.2% | +170.8% |
| 3Y | +228.1% | +892.2% | -664.2% | +157.2% |
| All | +228.1% | +850.0% | -621.9% | +157.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling