-33.4%
BABA vs WULF
-55.9%
+22.5%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WULF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.5% | -4.0% | -2.6% |
| 7D | +2.4% | +0.2% | +2.1% | +2.1% |
| 30D | -7.8% | -8.8% | +1.0% | -7.7% |
| 3M | -22.4% | -22.5% | +0.1% | -21.7% |
| 6M | -26.0% | -46.3% | +20.3% | -23.8% |
| YTD | -29.3% | +9.3% | -38.6% | -31.0% |
| 1Y | -37.5% | -12.2% | -25.3% | -38.4% |
| 3Y | +31.9% | +1,181.6% | -1,149.7% | -2.5% |
| 5Y | -33.4% | -55.4% | +22.0% | -50.9% |
| All | -33.4% | -55.9% | +22.5% | -50.9% |
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