+1,003.0%
BE vs WULF
+91.2%
+911.8%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WULF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +3.7% | +3.0% | +6.1% |
| 7D | +9.0% | +1.4% | +7.7% | +8.9% |
| 30D | +16.3% | -2.6% | +18.9% | +16.8% |
| 3M | +10.8% | -34.0% | +44.8% | +18.1% |
| 6M | +73.2% | +10.0% | +63.2% | +72.1% |
| YTD | +217.4% | +45.7% | +171.7% | +204.7% |
| 1Y | +309.8% | +57.3% | +252.5% | +290.6% |
| 3Y | +1,726.2% | +878.9% | +847.2% | +1,210.7% |
| 5Y | +1,306.2% | -28.3% | +1,334.5% | +883.8% |
| All | +1,003.0% | +91.2% | +911.8% | +809.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling