+14,951.2%
AMAT vs WULF
+1,136.2%
+13,815.1%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WULF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +12.8% | -8.6% | +3.4% |
| 7D | -14.7% | -3.1% | -11.6% | -14.5% |
| 30D | -36.1% | -21.0% | -15.1% | -35.2% |
| 3M | -36.9% | -35.5% | -1.4% | -35.3% |
| 6M | -22.2% | -55.8% | +33.6% | -18.6% |
| YTD | +29.9% | -1.0% | +31.0% | +29.8% |
| 1Y | +43.3% | -20.4% | +63.6% | +44.4% |
| 3Y | +142.7% | +972.6% | -830.0% | +106.0% |
| 5Y | +126.2% | -54.5% | +180.7% | +99.2% |
| 10Y | +1,211.7% | +23.7% | +1,188.0% | +993.7% |
| All | +14,951.2% | +1,136.2% | +13,815.1% | +11,721.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling