+791.3%
ANET vs WULF
-28.8%
+820.1%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WULF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +3.7% | +1.9% | +5.2% |
| 7D | +3.0% | +1.4% | +1.6% | +2.8% |
| 30D | -5.2% | -2.6% | -2.6% | -5.1% |
| 3M | +27.6% | -34.0% | +61.6% | +32.3% |
| 6M | +44.4% | +10.0% | +34.4% | +41.9% |
| YTD | +52.3% | +45.7% | +6.6% | +45.1% |
| 1Y | +30.4% | +57.3% | -26.9% | +22.1% |
| 3Y | +313.3% | +878.9% | -565.7% | +216.5% |
| All | +791.3% | -28.8% | +820.1% | +604.7% |
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