+107.8%
META vs WULF
+850.0%
-742.2%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WULF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +8.2% | -8.7% | -1.1% |
| 7D | +6.0% | +21.9% | -15.9% | +4.4% |
| 30D | +3.6% | +4.6% | -1.0% | +3.1% |
| 3M | +4.9% | -30.9% | +35.8% | +7.2% |
| 6M | -4.7% | +29.9% | -34.6% | -7.7% |
| YTD | -6.9% | +55.4% | -62.3% | -11.8% |
| 1Y | -18.2% | +94.1% | -112.3% | -24.7% |
| 3Y | +107.8% | +892.2% | -784.5% | +63.4% |
| All | +107.8% | +850.0% | -742.2% | +63.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling