-30.5%
BABA vs WULF
-29.7%
-0.8%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WULF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -4.1% | +1.2% | -2.6% |
| 7D | -2.2% | +15.6% | -17.7% | -3.2% |
| 30D | -17.3% | +5.7% | -23.1% | -17.8% |
| 3M | -7.8% | -32.3% | +24.5% | -5.8% |
| 6M | -16.8% | +23.7% | -40.4% | -18.7% |
| YTD | -24.7% | +49.1% | -73.8% | -27.7% |
| 1Y | -24.9% | +66.3% | -91.3% | -29.0% |
| 3Y | +29.1% | +851.7% | -822.6% | -2.3% |
| 5Y | -30.5% | -30.9% | +0.4% | -49.8% |
| All | -30.5% | -29.7% | -0.8% | -49.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling