+1,008.9%
BE vs WULF
+104.0%
+904.9%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WULF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | +8.2% | +1.5% | +8.4% |
| 7D | +29.8% | +21.9% | +7.9% | +26.0% |
| 30D | +26.4% | +4.6% | +21.8% | +25.6% |
| 3M | +9.3% | -30.9% | +40.3% | +15.7% |
| 6M | +105.1% | +29.9% | +75.2% | +98.9% |
| YTD | +219.0% | +55.4% | +163.6% | +203.2% |
| 1Y | +418.8% | +94.1% | +324.6% | +381.4% |
| 3Y | +1,784.6% | +892.2% | +892.3% | +1,243.8% |
| 5Y | +1,251.0% | -26.7% | +1,277.7% | +835.3% |
| All | +1,008.9% | +104.0% | +904.9% | +805.0% |
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