-14.3%
META vs WULF
+78.8%
-93.2%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | +14.7% |
| 6M | +1.2% | +23.7% | -22.5% | -0.5% |
| YTD | -0.8% | +49.1% | -49.9% | -3.3% |
| 1Y | -14.3% | +66.3% | -80.7% | -18.2% |
| All | -14.3% | +78.8% | -93.2% | -18.2% |
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