+143.8%
IBM vs WULF
+82.7%
+61.2%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WULF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +3.7% | +0.2% | +3.9% |
| 7D | +3.6% | +1.4% | +2.2% | +3.5% |
| 30D | +3.1% | -2.6% | +5.7% | +3.1% |
| 3M | -10.8% | -34.0% | +23.1% | -10.4% |
| 6M | -0.8% | +10.0% | -10.8% | -1.2% |
| YTD | -16.2% | +45.7% | -61.9% | -17.0% |
| 1Y | -2.9% | +57.3% | -60.2% | -4.1% |
| 3Y | +79.8% | +878.9% | -799.1% | +70.3% |
| 5Y | +124.9% | -28.3% | +153.2% | +113.3% |
| All | +143.8% | +82.7% | +61.2% | +126.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling