+251.7%
F vs WULF
+1,317.7%
-1,066.0%
-95.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WULF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -2.4% | -0.5% | -2.8% |
| 7D | -3.9% | +29.4% | -33.2% | -5.0% |
| 30D | -0.5% | -1.3% | +0.8% | -0.8% |
| 3M | -12.9% | -24.1% | +11.2% | -12.3% |
| 6M | +1.5% | -42.8% | +44.3% | +3.1% |
| YTD | -5.0% | +13.5% | -18.5% | -6.8% |
| 1Y | -7.3% | +3.2% | -10.5% | -8.9% |
| 3Y | +45.3% | +1,230.6% | -1,185.4% | +22.7% |
| 5Y | -15.8% | -54.1% | +38.3% | -26.0% |
| 10Y | +64.2% | +39.2% | +25.0% | +36.0% |
| All | +251.7% | +1,317.7% | -1,066.0% | +183.6% |
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