+13,245.4%
GOOG vs WULF
+227.2%
+13,018.2%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WULF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -5.8% | +6.4% | +0.9% |
| 7D | -2.5% | -0.6% | -1.9% | -2.5% |
| 30D | -3.6% | -3.6% | 0.0% | -3.6% |
| 3M | -6.4% | -30.4% | +24.0% | -5.3% |
| 6M | +7.8% | +12.5% | -4.7% | +6.5% |
| YTD | +5.5% | +40.5% | -35.0% | +2.7% |
| 1Y | +38.3% | +53.0% | -14.7% | +33.5% |
| 3Y | +143.1% | +796.7% | -653.6% | +107.5% |
| 5Y | +135.0% | -30.9% | +165.9% | +103.2% |
| 10Y | +778.1% | +76.1% | +702.0% | +618.3% |
| All | +13,245.4% | +227.2% | +13,018.2% | +10,135.7% |
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 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