+5,706.3%
ANET vs WULF
-23.0%
+5,729.2%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WULF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +3.7% | +1.9% | +5.3% |
| 7D | +3.0% | +1.4% | +1.6% | +2.9% |
| 30D | -5.2% | -2.6% | -2.6% | -5.1% |
| 3M | +27.6% | -34.0% | +61.6% | +31.2% |
| 6M | +44.4% | +10.0% | +34.4% | +42.5% |
| YTD | +52.3% | +45.7% | +6.6% | +46.9% |
| 1Y | +30.4% | +57.3% | -26.9% | +24.2% |
| 3Y | +313.3% | +878.9% | -565.7% | +238.7% |
| 5Y | +810.0% | -28.3% | +838.3% | +653.6% |
| 10Y | +3,903.8% | +82.7% | +3,821.1% | +3,079.0% |
| All | +5,706.3% | -23.0% | +5,729.2% | +5,254.3% |
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