+262,142.5%
AMZN vs WULF
+474.7%
+261,667.8%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WULF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +3.7% | -1.8% | +1.8% |
| 7D | -0.7% | +1.4% | -2.1% | -0.7% |
| 30D | -3.9% | -2.6% | -1.3% | -3.9% |
| 3M | +6.3% | -34.0% | +40.3% | +7.6% |
| 6M | +20.8% | +10.0% | +10.8% | +19.7% |
| YTD | +11.2% | +45.7% | -34.4% | +8.7% |
| 1Y | +11.7% | +57.3% | -45.7% | +8.4% |
| 3Y | +79.4% | +878.9% | -799.5% | +58.3% |
| 5Y | +48.0% | -28.3% | +76.3% | +30.1% |
| 10Y | +575.6% | +82.7% | +493.0% | +484.2% |
| All | +262,142.5% | +474.7% | +261,667.8% | +251,552.9% |
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 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