+32.9%
BABA vs WULF
+850.0%
-817.1%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2023-09-08 to 2026-09-08.
| Period | Portfolio | WULF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +8.2% | -8.7% | -1.0% |
| 7D | -0.2% | +21.9% | -22.1% | -1.5% |
| 30D | -12.3% | +4.6% | -16.8% | -12.7% |
| 3M | -5.3% | -30.9% | +25.6% | -3.6% |
| 6M | -13.1% | +29.9% | -43.0% | -14.9% |
| YTD | -22.4% | +55.4% | -77.9% | -25.1% |
| 1Y | -19.5% | +94.1% | -113.6% | -23.5% |
| 3Y | +32.9% | +892.2% | -859.3% | +7.5% |
| All | +32.9% | +850.0% | -817.1% | +7.5% |
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 2023-09-08 to 2026-09-08: 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…
2023-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling