+4,782.6%
DELL vs WULF
+66.8%
+4,715.8%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WULF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -4.1% | +4.3% | +0.5% |
| 7D | +8.7% | +15.6% | -6.8% | +7.7% |
| 30D | +16.9% | +5.7% | +11.2% | +16.4% |
| 3M | +40.4% | -32.3% | +72.7% | +43.5% |
| 6M | +267.1% | +23.7% | +243.4% | +261.0% |
| YTD | +329.1% | +49.1% | +280.0% | +314.7% |
| 1Y | +346.9% | +66.3% | +280.6% | +327.0% |
| 3Y | +696.6% | +851.7% | -155.0% | +566.1% |
| 5Y | +1,106.2% | -30.9% | +1,137.1% | +897.3% |
| 10Y | +4,177.7% | +86.9% | +4,090.8% | +3,385.6% |
| All | +4,782.6% | +66.8% | +4,715.8% | +3,813.6% |
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