+1,560.7%
LLY vs WULF
+76.1%
+1,484.6%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WULF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -5.8% | +5.7% | 0.0% |
| 7D | -3.2% | -0.6% | -2.6% | -3.2% |
| 30D | -7.4% | -3.6% | -3.8% | -7.4% |
| 3M | -1.0% | -30.4% | +29.4% | -0.5% |
| 6M | +12.5% | +12.5% | 0.0% | +11.7% |
| YTD | +5.0% | +40.5% | -35.5% | +3.5% |
| 1Y | +49.8% | +53.0% | -3.2% | +47.0% |
| 3Y | +95.5% | +796.7% | -701.2% | +80.4% |
| 5Y | +390.7% | -30.9% | +421.5% | +359.8% |
| All | +1,560.7% | +76.1% | +1,484.6% | +1,370.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling