+392.2%
C vs WULF
+1,762.4%
-1,370.1%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WULF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -4.1% | +4.9% | +1.0% |
| 7D | +2.6% | +15.6% | -13.0% | +1.9% |
| 30D | +1.9% | +5.7% | -3.8% | +1.5% |
| 3M | +2.8% | -32.3% | +35.1% | +4.2% |
| 6M | +30.6% | +23.7% | +6.9% | +28.6% |
| YTD | +19.9% | +49.1% | -29.2% | +16.7% |
| 1Y | +44.6% | +66.3% | -21.8% | +39.6% |
| 3Y | +272.1% | +851.7% | -579.5% | +220.4% |
| 5Y | +132.0% | -30.9% | +162.9% | +104.7% |
| 10Y | +294.7% | +86.9% | +207.7% | +222.4% |
| All | +392.2% | +1,762.4% | -1,370.1% | +303.7% |
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