+503.8%
APP vs WULF
+53.0%
+450.8%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WULF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.4% | -0.3% | -2.4% |
| 7D | +10.6% | +29.4% | -18.8% | +6.5% |
| 30D | +44.6% | -1.3% | +45.9% | +43.4% |
| 3M | +29.6% | -24.1% | +53.7% | +32.5% |
| 6M | -19.8% | -42.8% | +23.0% | -15.3% |
| YTD | -41.6% | +13.5% | -55.1% | -45.0% |
| 1Y | -32.7% | +3.2% | -35.9% | -36.1% |
| 3Y | +799.0% | +1,230.6% | -431.6% | +433.5% |
| 5Y | +250.4% | -54.1% | +304.5% | +135.6% |
| All | +503.8% | +53.0% | +450.8% | +280.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling