+7,227.4%
JPM vs WULF
+1,654.8%
+5,572.6%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WULF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -5.8% | +5.5% | -0.1% |
| 7D | -2.3% | -0.6% | -1.8% | -2.4% |
| 30D | -2.3% | -3.6% | +1.3% | -2.3% |
| 3M | +14.9% | -30.4% | +45.3% | +15.8% |
| 6M | +23.6% | +12.5% | +11.2% | +22.5% |
| YTD | +11.3% | +40.5% | -29.2% | +9.2% |
| 1Y | +19.9% | +53.0% | -33.1% | +17.0% |
| 3Y | +162.6% | +796.7% | -634.1% | +135.2% |
| 5Y | +154.6% | -30.9% | +185.5% | +131.3% |
| 10Y | +589.9% | +76.1% | +513.8% | +495.0% |
| All | +7,227.4% | +1,654.8% | +5,572.6% | +6,058.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling