+360.5%
BE vs WULF
+83.4%
+277.1%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WULF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +1.7% | +5.6% | +6.3% |
| 7D | +20.0% | +7.6% | +12.4% | +14.9% |
| 30D | +7.9% | -8.6% | +16.5% | +13.1% |
| 3M | -13.2% | -37.0% | +23.7% | +10.5% |
| 6M | +53.5% | +7.4% | +46.0% | +44.1% |
| YTD | +191.0% | +43.7% | +147.3% | +131.1% |
| 1Y | +360.5% | +86.1% | +274.4% | +238.3% |
| All | +360.5% | +83.4% | +277.1% | +238.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling