+696.9%
AVGO vs WULF
-28.8%
+725.7%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WULF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +3.7% | -3.4% | 0.0% |
| 7D | +1.1% | +1.4% | -0.3% | +1.0% |
| 30D | -13.0% | -2.6% | -10.4% | -13.0% |
| 3M | -6.0% | -34.0% | +28.0% | -2.8% |
| 6M | +6.4% | +10.0% | -3.6% | +4.5% |
| YTD | +5.0% | +45.7% | -40.7% | -0.3% |
| 1Y | +1.4% | +57.3% | -55.9% | -4.9% |
| 3Y | +336.8% | +878.9% | -542.1% | +235.9% |
| All | +696.9% | -28.8% | +725.7% | +507.0% |
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