+62.9%
KO vs WULF
+796.7%
-733.7%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WULF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -5.8% | +6.1% | +0.2% |
| 7D | -1.1% | -0.6% | -0.5% | -1.1% |
| 30D | +1.6% | -3.6% | +5.2% | +1.5% |
| 3M | +5.8% | -30.4% | +36.2% | +5.4% |
| 6M | +14.3% | +12.5% | +1.8% | +14.5% |
| YTD | +27.3% | +40.5% | -13.2% | +27.9% |
| 1Y | +33.2% | +53.0% | -19.8% | +34.0% |
| All | +62.9% | +796.7% | -733.7% | +61.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling