+418.8%
META vs WULF
+96.0%
+322.8%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WULF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | -4.1% | +10.6% | +6.8% |
| 7D | +10.3% | +15.6% | -5.3% | +9.4% |
| 30D | +9.9% | +5.7% | +4.1% | +9.4% |
| 3M | +11.9% | -32.3% | +44.2% | +13.7% |
| 6M | +1.2% | +23.7% | -22.5% | -0.9% |
| YTD | -0.8% | +49.1% | -49.9% | -4.3% |
| 1Y | -14.3% | +66.3% | -80.7% | -18.4% |
| 3Y | +121.4% | +851.7% | -730.3% | +81.9% |
| 5Y | +74.5% | -30.9% | +105.4% | +42.6% |
| 10Y | +418.8% | +86.9% | +331.9% | +321.4% |
| All | +418.8% | +96.0% | +322.8% | +321.4% |
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