+14.4%
BABA vs WULF
+76.1%
-61.7%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WULF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -5.8% | +5.0% | -0.4% |
| 7D | -2.9% | -0.6% | -2.4% | -2.9% |
| 30D | -15.1% | -3.6% | -11.4% | -15.0% |
| 3M | -5.0% | -30.4% | +25.4% | -3.5% |
| 6M | -19.9% | +12.5% | -32.4% | -21.1% |
| YTD | -25.3% | +40.5% | -65.7% | -27.5% |
| 1Y | -23.9% | +53.0% | -76.9% | -26.9% |
| 3Y | +28.1% | +796.7% | -768.6% | +3.1% |
| 5Y | -31.4% | -30.9% | -0.5% | -45.0% |
| All | +14.4% | +76.1% | -61.7% | -12.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling