+3,731.7%
IBM vs WULF
+1,695.0%
+2,036.8%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WULF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.7% | -1.6% | 0.0% |
| 7D | -0.3% | +7.6% | -7.9% | -0.4% |
| 30D | +0.3% | -8.6% | +8.9% | +0.4% |
| 3M | -21.6% | -37.0% | +15.4% | -21.1% |
| 6M | -4.7% | +7.4% | -12.1% | -5.1% |
| YTD | -19.1% | +43.7% | -62.8% | -20.0% |
| 1Y | -2.5% | +86.1% | -88.6% | -4.2% |
| 3Y | +74.2% | +733.8% | -659.7% | +63.4% |
| 5Y | +113.1% | -33.6% | +146.7% | +102.1% |
| 10Y | +133.5% | +76.1% | +57.5% | +112.6% |
| All | +3,731.7% | +1,695.0% | +2,036.8% | +3,048.1% |
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