+113.4%
CSCO vs WULF
-35.5%
+149.0%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WULF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -5.8% | +4.0% | -1.6% |
| 7D | -1.1% | -0.6% | -0.5% | -1.1% |
| 30D | -10.8% | -3.6% | -7.1% | -10.7% |
| 3M | -9.2% | -30.4% | +21.2% | -8.2% |
| 6M | +39.5% | +12.5% | +27.1% | +38.3% |
| YTD | +41.5% | +40.5% | +1.0% | +38.8% |
| 1Y | +61.0% | +53.0% | +8.0% | +56.9% |
| 3Y | +105.2% | +796.7% | -691.5% | +81.9% |
| 5Y | +113.4% | -30.9% | +144.3% | +84.9% |
| All | +113.4% | -35.5% | +149.0% | +84.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling