+77.4%
IBM vs WULF
+851.7%
-774.3%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WULF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -4.1% | +7.5% | +3.5% |
| 7D | +3.6% | +15.6% | -12.0% | +3.1% |
| 30D | +1.5% | +5.7% | -4.2% | +1.3% |
| 3M | -12.9% | -32.3% | +19.4% | -12.1% |
| 6M | -3.9% | +23.7% | -27.6% | -5.0% |
| YTD | -17.3% | +49.1% | -66.4% | -19.0% |
| 1Y | -5.0% | +66.3% | -71.3% | -7.6% |
| All | +77.4% | +851.7% | -774.3% | +55.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling