+48.5%
AMZN vs WULF
-28.8%
+77.3%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WULF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +3.7% | -1.8% | +1.7% |
| 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% | +9.0% |
| 6M | +20.8% | +10.0% | +10.8% | +18.4% |
| YTD | +11.2% | +45.7% | -34.4% | +5.9% |
| 1Y | +11.7% | +57.3% | -45.7% | +4.7% |
| 3Y | +79.4% | +878.9% | -799.5% | +34.3% |
| All | +48.5% | -28.8% | +77.3% | +10.4% |
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