-13.3%
IBM vs WULF
-22.8%
+9.6%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WULF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -6.6% | +8.3% | +1.8% |
| 7D | +0.4% | -12.8% | +13.3% | +0.6% |
| 30D | +14.8% | -20.9% | +35.7% | +15.0% |
| 3M | +8.9% | -38.0% | +47.0% | +9.4% |
| 6M | +12.4% | -47.5% | +60.0% | +13.4% |
| YTD | -12.4% | +1.8% | -14.2% | -12.5% |
| 1Y | -13.3% | -22.1% | +8.8% | -12.9% |
| All | -13.3% | -22.8% | +9.6% | -12.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling