-12.7%
BABA vs WULF
+83.4%
-96.2%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WULF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.7% | -0.4% | +1.0% |
| 7D | -4.8% | +7.6% | -12.3% | -5.8% |
| 30D | -11.9% | -8.6% | -3.3% | -11.1% |
| 3M | -9.3% | -37.0% | +27.7% | -4.3% |
| 6M | -14.2% | +7.4% | -21.7% | -16.3% |
| YTD | -22.0% | +43.7% | -65.7% | -27.1% |
| 1Y | -12.7% | +86.1% | -98.8% | -28.3% |
| All | -12.7% | +83.4% | -96.2% | -28.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling