+150.1%
IBM vs WULF
-56.1%
+206.2%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WULF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -3.2% | +4.2% | +1.1% |
| 7D | +1.6% | +11.0% | -9.4% | +1.4% |
| 30D | +9.2% | +9.4% | -0.2% | +8.9% |
| 3M | +4.9% | -22.6% | +27.6% | +5.2% |
| 6M | +16.8% | -45.4% | +62.2% | +17.6% |
| YTD | -14.3% | +9.8% | -24.1% | -14.9% |
| 1Y | -16.7% | +8.0% | -24.8% | -17.4% |
| 3Y | +82.2% | +1,149.5% | -1,067.3% | +73.4% |
| All | +150.1% | -56.1% | +206.2% | +125.4% |
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