-10.5%
ISRG vs WULF
-22.8%
+12.3%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WULF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | -6.6% | +16.0% | +9.3% |
| 7D | +8.5% | -12.8% | +21.4% | +8.4% |
| 30D | +18.6% | -20.9% | +39.5% | +18.4% |
| 3M | +30.9% | -38.0% | +68.9% | +31.0% |
| 6M | +6.6% | -47.5% | +54.1% | +6.6% |
| YTD | -14.9% | +1.8% | -16.7% | -16.9% |
| 1Y | -10.5% | -22.1% | +11.5% | -12.1% |
| All | -10.5% | -22.8% | +12.3% | -12.1% |
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 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