+33,809.3%
KLAC vs WULF
+1,654.8%
+32,154.6%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WULF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -5.8% | +2.6% | -2.8% |
| 7D | +2.5% | -0.6% | +3.0% | +2.5% |
| 30D | -11.5% | -3.6% | -7.9% | -11.4% |
| 3M | -16.9% | -30.4% | +13.5% | -15.4% |
| 6M | +22.2% | +12.5% | +9.8% | +21.5% |
| YTD | +46.4% | +40.5% | +5.9% | +43.6% |
| 1Y | +91.0% | +53.0% | +38.0% | +85.9% |
| 3Y | +264.6% | +796.7% | -532.1% | +214.6% |
| 5Y | +430.6% | -30.9% | +461.5% | +363.1% |
| 10Y | +2,889.3% | +76.1% | +2,813.2% | +2,394.2% |
| All | +33,809.3% | +1,654.8% | +32,154.6% | +31,211.9% |
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 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