+13,193.3%
GOOGL vs WULF
+247.3%
+12,946.0%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WULF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -4.1% | +1.8% | -2.1% |
| 7D | -1.9% | +15.6% | -17.4% | -2.5% |
| 30D | -7.5% | +5.7% | -13.2% | -7.8% |
| 3M | -9.2% | -32.3% | +23.1% | -8.0% |
| 6M | +8.1% | +23.7% | -15.6% | +6.3% |
| YTD | +5.8% | +49.1% | -43.2% | +2.8% |
| 1Y | +38.3% | +66.3% | -28.0% | +33.1% |
| 3Y | +144.8% | +851.7% | -706.9% | +108.7% |
| 5Y | +132.5% | -30.9% | +163.5% | +101.2% |
| 10Y | +746.7% | +86.9% | +659.8% | +592.6% |
| All | +13,193.3% | +247.3% | +12,946.0% | +10,095.7% |
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