+250.4%
APP vs WULF
-55.4%
+305.8%
-91.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WULF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.4% | -0.3% | -2.4% |
| 7D | +10.6% | +29.4% | -18.8% | +6.3% |
| 30D | +44.6% | -1.3% | +45.9% | +43.3% |
| 3M | +29.6% | -24.1% | +53.7% | +32.7% |
| 6M | -19.8% | -42.8% | +23.0% | -15.0% |
| YTD | -41.6% | +13.5% | -55.1% | -45.3% |
| 1Y | -32.7% | +3.2% | -35.9% | -36.4% |
| 3Y | +799.0% | +1,230.6% | -431.6% | +411.9% |
| 5Y | +250.4% | -54.1% | +304.5% | +126.3% |
| All | +250.4% | -55.4% | +305.8% | +126.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling