-17.3%
META vs WULF
+83.4%
-100.8%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WULF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.7% | -0.7% | +0.9% |
| 7D | +6.7% | +7.6% | -0.9% | +6.3% |
| 30D | +4.8% | -8.6% | +13.4% | +5.1% |
| 3M | -1.6% | -37.0% | +35.3% | +1.3% |
| 6M | -7.5% | +7.4% | -14.9% | -8.6% |
| YTD | -6.4% | +43.7% | -50.1% | -8.8% |
| 1Y | -17.3% | +86.1% | -103.5% | -24.0% |
| All | -17.3% | +83.4% | -100.8% | -24.0% |
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