+207.0%
C vs WULF
+34.7%
+172.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WULF | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.2% | +3.2% | +0.1% |
| 7D | +4.2% | +11.0% | -6.8% | +3.6% |
| 30D | +2.0% | +9.4% | -7.4% | +1.2% |
| 3M | -10.1% | -22.6% | +12.5% | -9.4% |
| 6M | +1.0% | -45.4% | +46.4% | +3.2% |
| YTD | +8.5% | +9.8% | -1.4% | +6.4% |
| 1Y | +25.7% | +8.0% | +17.7% | +23.1% |
| 3Y | +216.0% | +1,149.5% | -933.5% | +165.9% |
| 5Y | +112.3% | -55.6% | +167.9% | +86.1% |
| All | +207.0% | +34.7% | +172.4% | +147.1% |
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 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