+57.4%
INTC vs WULF
-22.8%
+80.2%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WULF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -6.6% | +2.9% | -1.5% |
| 7D | -39.0% | -12.8% | -26.2% | -35.8% |
| 30D | -49.8% | -20.9% | -29.0% | -45.8% |
| 3M | -42.2% | -38.0% | -4.2% | -33.3% |
| 6M | -39.2% | -47.5% | +8.3% | -26.9% |
| YTD | +57.9% | +1.8% | +56.1% | +69.7% |
| 1Y | +57.4% | -22.1% | +79.4% | +74.7% |
| All | +57.4% | -22.8% | +80.2% | +74.7% |
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 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