+79.4%
AMZN vs WULF
+830.0%
-750.6%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WULF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +3.7% | -1.8% | +1.6% |
| 7D | -0.7% | +1.4% | -2.1% | -0.8% |
| 30D | -3.9% | -2.6% | -1.3% | -4.0% |
| 3M | +6.3% | -34.0% | +40.3% | +9.3% |
| 6M | +20.8% | +10.0% | +10.8% | +18.2% |
| YTD | +11.2% | +45.7% | -34.4% | +5.4% |
| 1Y | +11.7% | +57.3% | -45.7% | +4.1% |
| 3Y | +79.4% | +878.9% | -799.5% | +42.8% |
| All | +79.4% | +830.0% | -750.6% | +42.8% |
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 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