+379.9%
CSCO vs WULF
+82.7%
+297.3%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WULF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +3.7% | +0.6% | +4.2% |
| 7D | +2.7% | +1.4% | +1.3% | +2.6% |
| 30D | -9.5% | -2.6% | -6.9% | -9.5% |
| 3M | -7.6% | -34.0% | +26.3% | -6.6% |
| 6M | +44.9% | +10.0% | +34.9% | +43.9% |
| YTD | +47.7% | +45.7% | +2.0% | +45.1% |
| 1Y | +69.1% | +57.3% | +11.8% | +65.3% |
| 3Y | +113.5% | +878.9% | -765.4% | +92.1% |
| 5Y | +122.8% | -28.3% | +151.1% | +102.3% |
| All | +379.9% | +82.7% | +297.3% | +321.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling