+319.1%
DELL vs WULF
+83.4%
+235.6%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WULF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.7% | -0.2% | +1.2% |
| 7D | +14.9% | +7.6% | +7.3% | +13.5% |
| 30D | +13.3% | -8.6% | +21.9% | +14.6% |
| 3M | +24.4% | -37.0% | +61.4% | +30.6% |
| 6M | +258.0% | +7.4% | +250.6% | +254.9% |
| YTD | +320.2% | +43.7% | +276.5% | +296.0% |
| 1Y | +319.1% | +86.1% | +232.9% | +324.1% |
| All | +319.1% | +83.4% | +235.6% | +324.1% |
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