+63.9%
CSCO vs WULF
+83.4%
-19.5%
-16.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WULF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.7% | -1.2% | +0.4% |
| 7D | -0.7% | +7.6% | -8.2% | -1.4% |
| 30D | -10.1% | -8.6% | -1.5% | -9.5% |
| 3M | -15.7% | -37.0% | +21.3% | -12.6% |
| 6M | +36.3% | +7.4% | +28.9% | +34.4% |
| YTD | +43.8% | +43.7% | +0.1% | +38.5% |
| 1Y | +63.9% | +86.1% | -22.2% | +60.0% |
| All | +63.9% | +83.4% | -19.5% | +60.0% |
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