+102.0%
META vs WULF
+1,046.3%
-944.3%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WULF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +8.9% | -3.8% | +4.4% |
| 7D | +5.7% | +13.2% | -7.5% | +4.5% |
| 30D | -10.8% | -10.1% | -0.7% | -10.4% |
| 3M | +8.4% | -27.5% | +35.9% | +10.2% |
| 6M | +5.4% | -47.1% | +52.5% | +9.0% |
| YTD | -2.6% | +7.7% | -10.3% | -5.6% |
| 1Y | +3.5% | -11.2% | +14.7% | +1.3% |
| 3Y | +102.0% | +1,217.0% | -1,115.0% | +62.2% |
| All | +102.0% | +1,046.3% | -944.3% | +62.2% |
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 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