+49.3%
F vs WULF
-35.5%
+84.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WULF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -5.8% | +9.0% | +3.6% |
| 7D | -3.7% | -0.6% | -3.1% | -3.7% |
| 30D | -0.7% | -3.6% | +2.9% | -0.7% |
| 3M | -1.9% | -30.4% | +28.5% | -0.1% |
| 6M | +16.1% | +12.5% | +3.6% | +13.9% |
| YTD | +9.5% | +40.5% | -31.0% | +5.1% |
| 1Y | +27.2% | +53.0% | -25.8% | +20.5% |
| 3Y | +36.3% | +796.7% | -760.4% | +4.1% |
| 5Y | +49.3% | -30.9% | +80.1% | +17.0% |
| All | +49.3% | -35.5% | +84.8% | +17.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling