+152.5%
JPM vs WULF
-28.8%
+181.3%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WULF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.7% | -3.0% | +0.6% |
| 7D | -0.7% | +1.4% | -2.1% | -0.8% |
| 30D | -2.5% | -2.6% | +0.2% | -2.5% |
| 3M | +14.1% | -34.0% | +48.1% | +15.6% |
| 6M | +25.1% | +10.0% | +15.1% | +23.6% |
| YTD | +12.1% | +45.7% | -33.6% | +9.1% |
| 1Y | +18.8% | +57.3% | -38.5% | +14.8% |
| 3Y | +163.4% | +878.9% | -715.5% | +128.7% |
| All | +152.5% | -28.8% | +181.3% | +110.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling