+462.9%
META vs WULF
+34.7%
+428.2%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WULF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -3.2% | +6.1% | +3.1% |
| 7D | +5.2% | +11.0% | -5.8% | +4.5% |
| 30D | -13.0% | +9.4% | -22.4% | -13.6% |
| 3M | +7.9% | -22.6% | +30.6% | +8.9% |
| 6M | +4.2% | -45.4% | +49.7% | +6.6% |
| YTD | -2.5% | +9.8% | -12.4% | -4.8% |
| 1Y | +5.6% | +8.0% | -2.5% | +3.0% |
| 3Y | +96.8% | +1,149.5% | -1,052.7% | +60.3% |
| 5Y | +90.0% | -55.6% | +145.6% | +57.4% |
| All | +462.9% | +34.7% | +428.2% | +367.9% |
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