+382.3%
APP vs WULF
+89.3%
+293.0%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | WULF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -5.8% | +8.9% | +3.9% |
| 7D | +0.3% | -0.6% | +0.8% | +0.2% |
| 30D | -1.3% | -3.6% | +2.3% | -1.3% |
| 3M | -36.2% | -30.4% | -5.8% | -33.6% |
| 6M | -34.1% | +12.5% | -46.6% | -36.7% |
| YTD | -53.3% | +40.5% | -93.8% | -56.8% |
| 1Y | -44.5% | +53.0% | -97.5% | -50.0% |
| 3Y | +646.7% | +796.7% | -150.0% | +365.5% |
| 5Y | +306.4% | -30.9% | +337.3% | +165.9% |
| All | +382.3% | +89.3% | +293.0% | +198.5% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling