-3.6%
COST vs WULF
+83.4%
-87.1%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WULF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.7% | -2.8% | -1.0% |
| 7D | -3.1% | +7.6% | -10.7% | -3.0% |
| 30D | -2.8% | -8.6% | +5.8% | -2.8% |
| 3M | -5.7% | -37.0% | +31.3% | -5.7% |
| 6M | -8.8% | +7.4% | -16.2% | -9.4% |
| YTD | +6.7% | +43.7% | -37.0% | +4.6% |
| 1Y | -3.6% | +86.1% | -89.8% | -8.5% |
| All | -3.6% | +83.4% | -87.1% | -8.5% |
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 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