+113.7%
KLAC vs WULF
+83.4%
+30.2%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WULF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +1.7% | +5.6% | +6.9% |
| 7D | +5.7% | +7.6% | -1.8% | +3.6% |
| 30D | -3.6% | -8.6% | +5.0% | -1.7% |
| 3M | -12.8% | -37.0% | +24.2% | -3.5% |
| 6M | +26.1% | +7.4% | +18.6% | +25.3% |
| YTD | +53.3% | +43.7% | +9.6% | +45.1% |
| 1Y | +113.7% | +86.1% | +27.5% | +108.5% |
| All | +113.7% | +83.4% | +30.2% | +108.5% |
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