+358.3%
DELL vs WULF
+60.2%
+298.1%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WULF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | +3.7% | +8.3% | +11.3% |
| 7D | +8.2% | +1.4% | +6.8% | +8.0% |
| 30D | +17.1% | -2.6% | +19.7% | +17.3% |
| 3M | +45.2% | -34.0% | +79.1% | +52.0% |
| 6M | +286.8% | +10.0% | +276.8% | +282.0% |
| YTD | +354.8% | +45.7% | +309.1% | +325.4% |
| 1Y | +358.3% | +57.3% | +300.9% | +370.7% |
| All | +358.3% | +60.2% | +298.1% | +370.7% |
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