+16.1%
JPM vs WULF
-22.8%
+38.9%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WULF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -6.6% | +10.8% | +4.5% |
| 7D | +3.8% | -12.8% | +16.6% | +4.3% |
| 30D | +6.5% | -20.9% | +27.4% | +7.5% |
| 3M | -1.0% | -38.0% | +37.0% | +1.0% |
| 6M | +15.5% | -47.5% | +63.1% | +18.0% |
| YTD | +11.4% | +1.8% | +9.6% | +7.0% |
| 1Y | +16.1% | -22.1% | +38.1% | +12.7% |
| All | +16.1% | -22.8% | +38.9% | +12.7% |
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