+4,308.0%
INTC vs WULF
+1,762.4%
+2,545.6%
-82.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WULF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -4.1% | +5.8% | +1.9% |
| 7D | +18.0% | +15.6% | +2.4% | +17.2% |
| 30D | +8.9% | +5.7% | +3.2% | +8.6% |
| 3M | -1.6% | -32.3% | +30.7% | +0.1% |
| 6M | +133.1% | +23.7% | +109.4% | +131.1% |
| YTD | +187.9% | +49.1% | +138.8% | +182.5% |
| 1Y | +334.7% | +66.3% | +268.4% | +323.3% |
| 3Y | +184.2% | +851.7% | -667.5% | +152.4% |
| 5Y | +116.0% | -30.9% | +146.9% | +94.3% |
| 10Y | +270.0% | +86.9% | +183.1% | +218.7% |
| All | +4,308.0% | +1,762.4% | +2,545.6% | +3,491.1% |
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