+850.7%
APP vs WULF
+1,244.3%
-393.6%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WULF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.4% | -0.3% | -2.3% |
| 7D | +10.6% | +29.4% | -18.8% | +5.9% |
| 30D | +44.6% | -1.3% | +45.9% | +43.2% |
| 3M | +29.6% | -24.1% | +53.7% | +33.1% |
| 6M | -19.8% | -42.8% | +23.0% | -14.4% |
| YTD | -41.6% | +13.5% | -55.1% | -45.8% |
| 1Y | -32.7% | +3.2% | -35.9% | -36.9% |
| All | +850.7% | +1,244.3% | -393.6% | +504.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling