+28.2%
BABA vs WULF
+10.0%
+18.2%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -11.6% |
| 3M | -9.3% | -37.0% | +27.7% | -7.3% |
| 6M | -14.2% | +7.4% | -21.7% | -15.2% |
| YTD | -22.0% | +43.7% | -65.7% | -24.3% |
| 1Y | -12.7% | +86.1% | -98.8% | -16.9% |
| 3Y | +26.7% | +733.8% | -707.2% | +3.4% |
| 5Y | -29.3% | -33.6% | +4.2% | -42.9% |
| 10Y | +21.2% | +76.1% | -54.8% | -6.2% |
| All | +28.2% | +10.0% | +18.2% | +2.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling