+143.3%
DELL vs WULF
-22.8%
+166.2%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WULF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | -6.6% | -2.2% | -7.2% |
| 7D | -24.6% | -12.8% | -11.8% | -22.0% |
| 30D | -32.5% | -20.9% | -11.6% | -28.8% |
| 3M | -20.2% | -38.0% | +17.8% | -12.2% |
| 6M | +76.5% | -47.5% | +124.0% | +96.8% |
| YTD | +198.9% | +1.8% | +197.1% | +195.0% |
| 1Y | +143.3% | -22.1% | +165.4% | +150.4% |
| All | +143.3% | -22.8% | +166.2% | +150.4% |
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