+23.5%
JPM vs WULF
+26.4%
-2.9%
-6.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | WULF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -4.1% | +4.4% | +0.5% |
| 7D | -0.4% | +15.6% | -16.0% | -1.1% |
| 30D | -1.4% | +5.7% | -7.2% | -1.8% |
| 3M | +13.9% | -32.3% | +46.2% | +15.5% |
| 6M | +23.5% | +23.7% | -0.2% | +14.8% |
| All | +23.5% | +26.4% | -2.9% | +14.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling