+15,014.0%
COST vs WULF
+1,720.0%
+13,294.1%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WULF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +3.7% | -3.5% | +0.2% |
| 7D | -1.2% | +1.4% | -2.6% | -1.2% |
| 30D | -4.7% | -2.6% | -2.1% | -4.7% |
| 3M | -7.1% | -34.0% | +26.8% | -6.6% |
| 6M | -8.5% | +10.0% | -18.5% | -9.1% |
| YTD | +5.4% | +45.7% | -40.3% | +4.0% |
| 1Y | -5.6% | +57.3% | -63.0% | -7.2% |
| 3Y | +68.5% | +878.9% | -810.5% | +56.6% |
| 5Y | +105.2% | -28.3% | +133.6% | +91.9% |
| 10Y | +610.7% | +82.7% | +528.0% | +550.5% |
| All | +15,014.0% | +1,720.0% | +13,294.1% | +14,289.4% |
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