+619.5%
APP vs WULF
+851.7%
-232.2%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WULF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -4.1% | +1.9% | -1.5% |
| 7D | -4.4% | +15.6% | -20.0% | -7.1% |
| 30D | -10.0% | +5.7% | -15.8% | -11.5% |
| 3M | -41.4% | -32.3% | -9.1% | -38.1% |
| 6M | -41.0% | +23.7% | -64.7% | -44.8% |
| YTD | -54.7% | +49.1% | -103.8% | -59.3% |
| 1Y | -45.3% | +66.3% | -111.7% | -52.6% |
| All | +619.5% | +851.7% | -232.2% | +346.9% |
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