+1,611.9%
BE vs WULF
+796.7%
+815.2%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WULF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -5.8% | +1.8% | -2.4% |
| 7D | +9.7% | -0.6% | +10.3% | +10.0% |
| 30D | +22.4% | -3.6% | +26.0% | +23.6% |
| 3M | +10.4% | -30.4% | +40.8% | +21.5% |
| 6M | +67.9% | +12.5% | +55.4% | +64.5% |
| YTD | +197.5% | +40.5% | +157.0% | +178.5% |
| 1Y | +310.6% | +53.0% | +257.6% | +278.9% |
| All | +1,611.9% | +796.7% | +815.2% | +869.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling