+447.1%
META vs WULF
+39.2%
+407.9%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WULF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.4% | +1.6% | -0.7% |
| 7D | +3.1% | +29.4% | -26.3% | +1.6% |
| 30D | -18.2% | -1.3% | -16.9% | -18.4% |
| 3M | +7.8% | -24.1% | +32.0% | +8.8% |
| 6M | +3.6% | -42.8% | +46.4% | +5.6% |
| YTD | -5.3% | +13.5% | -18.8% | -7.6% |
| 1Y | +2.7% | +3.2% | -0.4% | +0.4% |
| 3Y | +91.5% | +1,230.6% | -1,139.1% | +55.5% |
| 5Y | +84.7% | -54.1% | +138.8% | +52.7% |
| All | +447.1% | +39.2% | +407.9% | +353.9% |
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 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