+32,355.3%
AVGO vs WULF
+312.2%
+32,043.1%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WULF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +8.2% | -5.2% | +2.4% |
| 7D | -0.3% | +21.9% | -22.2% | -1.7% |
| 30D | -13.8% | +4.6% | -18.4% | -14.3% |
| 3M | -6.9% | -30.9% | +24.0% | -5.1% |
| 6M | +11.9% | +29.9% | -18.0% | +9.5% |
| YTD | +6.9% | +55.4% | -48.6% | +2.9% |
| 1Y | +7.4% | +94.1% | -86.7% | +1.7% |
| 3Y | +345.6% | +892.2% | -546.7% | +274.1% |
| 5Y | +718.9% | -26.7% | +745.6% | +590.6% |
| 10Y | +2,755.4% | +94.0% | +2,661.4% | +2,226.4% |
| All | +32,355.3% | +312.2% | +32,043.1% | +24,902.7% |
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