+19.8%
MA vs WULF
+3.7%
+16.1%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WULF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -3.2% | +4.5% | +1.1% |
| 7D | +1.3% | +11.0% | -9.7% | +1.9% |
| 30D | +9.6% | +9.4% | +0.2% | +10.5% |
| 3M | +16.8% | -22.6% | +39.4% | +15.9% |
| 6M | +35.2% | -45.4% | +80.6% | +32.0% |
| YTD | +16.6% | +9.8% | +6.7% | +17.1% |
| 1Y | +19.8% | +8.0% | +11.7% | +21.0% |
| All | +19.8% | +3.7% | +16.1% | +21.0% |
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