+44.9%
C vs WULF
+83.4%
-38.6%
-14.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WULF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.7% | -2.0% | -0.5% |
| 7D | +3.6% | +7.6% | -3.9% | +2.6% |
| 30D | +0.1% | -8.6% | +8.7% | +0.9% |
| 3M | +2.4% | -37.0% | +39.4% | +7.0% |
| 6M | +24.9% | +7.4% | +17.5% | +21.2% |
| YTD | +19.8% | +43.7% | -23.9% | +11.7% |
| 1Y | +44.9% | +86.1% | -41.3% | +32.8% |
| All | +44.9% | +83.4% | -38.6% | +32.8% |
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