+291.5%
C vs WULF
+76.1%
+215.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WULF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -5.8% | +6.3% | +0.8% |
| 7D | +0.3% | -0.6% | +0.8% | +0.2% |
| 30D | +2.0% | -3.6% | +5.7% | +2.0% |
| 3M | +4.4% | -30.4% | +34.8% | +5.9% |
| 6M | +28.3% | +12.5% | +15.9% | +26.7% |
| YTD | +20.5% | +40.5% | -20.0% | +17.1% |
| 1Y | +45.5% | +53.0% | -7.4% | +40.3% |
| 3Y | +274.0% | +796.7% | -522.6% | +217.5% |
| 5Y | +136.1% | -30.9% | +167.0% | +103.8% |
| All | +291.5% | +76.1% | +215.4% | +213.5% |
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