+326.9%
F vs WULF
+1,695.0%
-1,368.1%
-95.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WULF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.7% | -0.3% | +1.4% |
| 7D | +5.3% | +7.6% | -2.2% | +5.0% |
| 30D | +4.6% | -8.6% | +13.2% | +4.9% |
| 3M | -3.7% | -37.0% | +33.3% | -2.1% |
| 6M | +16.8% | +7.4% | +9.4% | +15.7% |
| YTD | +15.3% | +43.7% | -28.4% | +12.4% |
| 1Y | +31.0% | +86.1% | -55.1% | +25.7% |
| 3Y | +45.4% | +733.8% | -688.4% | +24.9% |
| 5Y | +54.7% | -33.6% | +88.3% | +34.6% |
| 10Y | +98.2% | +76.1% | +22.2% | +63.2% |
| All | +326.9% | +1,695.0% | -1,368.1% | +242.3% |
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