+391.7%
APP vs WULF
+93.7%
+298.0%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WULF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.7% | +0.5% | +2.0% |
| 7D | +0.9% | +7.6% | -6.7% | -0.3% |
| 30D | -23.3% | -8.6% | -14.6% | -22.5% |
| 3M | -42.6% | -37.0% | -5.7% | -39.4% |
| 6M | -33.6% | +7.4% | -41.0% | -35.7% |
| YTD | -52.4% | +43.7% | -96.1% | -56.1% |
| 1Y | -35.9% | +86.1% | -122.0% | -43.8% |
| 3Y | +642.2% | +733.8% | -91.6% | +367.1% |
| 5Y | +311.1% | -33.6% | +344.7% | +169.1% |
| All | +391.7% | +93.7% | +298.0% | +203.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling