+145.8%
GOOG vs WULF
+830.0%
-684.2%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WULF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +3.7% | -2.2% | +1.3% |
| 7D | 0.0% | +1.4% | -1.4% | -0.1% |
| 30D | -2.0% | -2.6% | +0.7% | -2.0% |
| 3M | -5.9% | -34.0% | +28.1% | -3.7% |
| 6M | +8.9% | +10.0% | -1.1% | +7.1% |
| YTD | +7.1% | +45.7% | -38.6% | +2.5% |
| 1Y | +39.7% | +57.3% | -17.6% | +31.9% |
| 3Y | +145.8% | +878.9% | -733.1% | +106.5% |
| All | +145.8% | +830.0% | -684.2% | +106.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling