+140.1%
GOOGL vs WULF
-28.8%
+168.9%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WULF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +3.7% | -1.9% | +1.5% |
| 7D | 0.0% | +1.4% | -1.4% | -0.1% |
| 30D | -1.4% | -2.6% | +1.2% | -1.4% |
| 3M | -5.3% | -34.0% | +28.6% | -3.4% |
| 6M | +9.8% | +10.0% | -0.2% | +8.1% |
| YTD | +8.4% | +45.7% | -37.3% | +4.1% |
| 1Y | +41.2% | +57.3% | -16.1% | +34.1% |
| 3Y | +149.6% | +878.9% | -729.4% | +98.6% |
| All | +140.1% | -28.8% | +168.9% | +92.5% |
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 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