+108.4%
CSCO vs WULF
+851.7%
-743.3%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WULF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -4.1% | +4.3% | +0.5% |
| 7D | 0.0% | +15.6% | -15.6% | -0.8% |
| 30D | -10.7% | +5.7% | -16.5% | -11.1% |
| 3M | -8.7% | -32.3% | +23.6% | -7.3% |
| 6M | +44.9% | +23.7% | +21.2% | +42.6% |
| YTD | +44.1% | +49.1% | -5.0% | +40.2% |
| 1Y | +65.9% | +66.3% | -0.4% | +59.9% |
| All | +108.4% | +851.7% | -743.3% | +78.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling