+345.6%
C vs WULF
+1,317.7%
-972.1%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WULF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.4% | +2.3% | 0.0% |
| 7D | +4.7% | +29.4% | -24.6% | +3.5% |
| 30D | +0.2% | -1.3% | +1.5% | 0.0% |
| 3M | -9.3% | -24.1% | +14.8% | -8.7% |
| 6M | -0.8% | -42.8% | +42.0% | +0.8% |
| YTD | +8.5% | +13.5% | -5.0% | +6.6% |
| 1Y | +23.1% | +3.2% | +19.9% | +21.1% |
| 3Y | +220.8% | +1,230.6% | -1,009.8% | +173.4% |
| 5Y | +112.4% | -54.1% | +166.5% | +90.0% |
| 10Y | +217.9% | +39.2% | +178.7% | +162.2% |
| All | +345.6% | +1,317.7% | -972.1% | +268.6% |
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