+67.3%
F vs WULF
+34.7%
+32.6%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WULF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.2% | +3.3% | +0.3% |
| 7D | -3.1% | +11.0% | -14.1% | -3.7% |
| 30D | 0.0% | +9.4% | -9.3% | -0.9% |
| 3M | -13.2% | -22.6% | +9.4% | -12.6% |
| 6M | -10.2% | -45.4% | +35.2% | -8.1% |
| YTD | -4.9% | +9.8% | -14.8% | -7.2% |
| 1Y | -6.1% | +8.0% | -14.1% | -8.4% |
| 3Y | +46.0% | +1,149.5% | -1,103.5% | +17.2% |
| 5Y | -15.7% | -55.6% | +39.9% | -30.0% |
| All | +67.3% | +34.7% | +32.6% | +32.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling