+268.9%
AMAT vs WULF
-30.0%
+298.9%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WULF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +8.2% | -4.2% | +3.1% |
| 7D | +7.0% | +21.9% | -14.9% | +4.7% |
| 30D | -12.2% | +4.6% | -16.8% | -12.8% |
| 3M | -3.8% | -30.9% | +27.1% | -0.6% |
| 6M | +45.9% | +29.9% | +16.0% | +42.0% |
| YTD | +84.6% | +55.4% | +29.2% | +76.0% |
| 1Y | +193.4% | +94.1% | +99.2% | +172.1% |
| 3Y | +228.1% | +892.2% | -664.2% | +140.0% |
| 5Y | +268.9% | -26.7% | +295.7% | +176.9% |
| All | +268.9% | -30.0% | +298.9% | +176.9% |
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