+126.7%
AMAT vs WULF
-54.1%
+180.8%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WULF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +12.8% | -8.6% | +2.8% |
| 7D | -14.7% | -3.1% | -11.6% | -14.4% |
| 30D | -36.1% | -21.0% | -15.1% | -34.5% |
| 3M | -36.9% | -35.5% | -1.4% | -34.1% |
| 6M | -22.2% | -55.8% | +33.6% | -15.8% |
| YTD | +29.9% | -1.0% | +31.0% | +29.7% |
| 1Y | +43.3% | -20.4% | +63.6% | +45.1% |
| 3Y | +142.7% | +972.6% | -830.0% | +79.0% |
| All | +126.7% | -54.1% | +180.8% | +82.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling