+33.6%
BABA vs WULF
+778.2%
-744.6%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WULF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.7% | -0.4% | +1.2% |
| 7D | -4.8% | +7.6% | -12.3% | -5.2% |
| 30D | -11.9% | -8.6% | -3.3% | -11.5% |
| 3M | -9.3% | -37.0% | +27.7% | -7.1% |
| 6M | -14.2% | +7.4% | -21.7% | -15.1% |
| YTD | -22.0% | +43.7% | -65.7% | -24.3% |
| 1Y | -12.7% | +86.1% | -98.8% | -16.7% |
| All | +33.6% | +778.2% | -744.6% | +8.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling