+63.9%
META vs WULF
-30.0%
+93.9%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WULF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +8.2% | -8.7% | -1.1% |
| 7D | +6.0% | +21.9% | -15.9% | +4.5% |
| 30D | +3.6% | +4.6% | -1.0% | +3.1% |
| 3M | +4.9% | -30.9% | +35.8% | +6.9% |
| 6M | -4.7% | +29.9% | -34.6% | -7.6% |
| YTD | -6.9% | +55.4% | -62.3% | -11.5% |
| 1Y | -18.2% | +94.1% | -112.3% | -24.2% |
| 3Y | +107.8% | +892.2% | -784.5% | +56.4% |
| 5Y | +63.9% | -26.7% | +90.7% | +26.7% |
| All | +63.9% | -30.0% | +93.9% | +26.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling