+433.3%
KLAC vs WULF
-28.8%
+462.1%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WULF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +3.7% | -1.8% | +1.6% |
| 7D | -2.7% | +1.4% | -4.1% | -2.8% |
| 30D | -13.2% | -2.6% | -10.5% | -13.1% |
| 3M | -25.0% | -34.0% | +9.0% | -22.2% |
| 6M | +23.6% | +10.0% | +13.6% | +22.3% |
| YTD | +49.2% | +45.7% | +3.5% | +43.6% |
| 1Y | +89.3% | +57.3% | +32.0% | +79.5% |
| 3Y | +274.4% | +878.9% | -604.6% | +181.7% |
| All | +433.3% | -28.8% | +462.1% | +301.6% |
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 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