-50.7%
COIN vs WULF
-22.8%
-27.9%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WULF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -6.6% | +10.8% | +6.2% |
| 7D | -6.7% | -12.8% | +6.2% | -2.9% |
| 30D | -19.5% | -20.9% | +1.4% | -14.2% |
| 3M | +0.5% | -38.0% | +38.5% | +13.9% |
| 6M | -25.4% | -47.5% | +22.1% | -13.7% |
| YTD | -33.0% | +1.8% | -34.8% | -41.5% |
| 1Y | -50.7% | -22.1% | -28.7% | -53.7% |
| All | -50.7% | -22.8% | -27.9% | -53.7% |
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 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