+8,677.5%
CSCO vs WULF
+1,762.4%
+6,915.1%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WULF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -4.1% | +4.3% | +0.3% |
| 7D | 0.0% | +15.6% | -15.6% | -0.4% |
| 30D | -10.7% | +5.7% | -16.5% | -10.9% |
| 3M | -8.7% | -32.3% | +23.6% | -8.0% |
| 6M | +44.9% | +23.7% | +21.2% | +43.7% |
| YTD | +44.1% | +49.1% | -5.0% | +42.0% |
| 1Y | +65.9% | +66.3% | -0.4% | +62.6% |
| 3Y | +109.0% | +851.7% | -742.7% | +91.5% |
| 5Y | +114.8% | -30.9% | +145.7% | +99.1% |
| 10Y | +377.3% | +86.9% | +290.4% | +325.4% |
| All | +8,677.5% | +1,762.4% | +6,915.1% | +8,331.5% |
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 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