+374.7%
ISRG vs WULF
+76.1%
+298.6%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WULF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -5.8% | +7.8% | +2.3% |
| 7D | -2.5% | -0.6% | -2.0% | -2.6% |
| 30D | -10.2% | -3.6% | -6.5% | -10.2% |
| 3M | -12.5% | -30.4% | +17.9% | -11.5% |
| 6M | -25.8% | +12.5% | -38.3% | -27.0% |
| YTD | -36.4% | +40.5% | -76.8% | -38.4% |
| 1Y | -19.9% | +53.0% | -72.9% | -23.2% |
| 3Y | +20.9% | +796.7% | -775.8% | +0.3% |
| 5Y | +5.7% | -30.9% | +36.5% | -12.0% |
| All | +374.7% | +76.1% | +298.6% | +283.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling