-55.4%
APP vs WULF
-22.8%
-32.5%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WULF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | -6.6% | +17.3% | +12.2% |
| 7D | +4.5% | -12.8% | +17.3% | +7.4% |
| 30D | -3.6% | -20.9% | +17.3% | +0.5% |
| 3M | -35.3% | -38.0% | +2.8% | -29.4% |
| 6M | -42.8% | -47.5% | +4.7% | -36.4% |
| YTD | -59.7% | +1.8% | -61.5% | -63.5% |
| 1Y | -55.4% | -22.1% | -33.3% | -56.7% |
| All | -55.4% | -22.8% | -32.5% | -56.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling