+1,593.7%
META vs WULF
+97.8%
+1,496.0%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WULF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +8.9% | -3.8% | +4.7% |
| 7D | +5.7% | +13.2% | -7.5% | +5.0% |
| 30D | -10.8% | -10.1% | -0.7% | -10.5% |
| 3M | +8.4% | -27.5% | +35.9% | +9.6% |
| 6M | +5.4% | -47.1% | +52.5% | +7.7% |
| YTD | -2.6% | +7.7% | -10.3% | -4.5% |
| 1Y | +3.5% | -11.2% | +14.7% | +2.2% |
| 3Y | +102.0% | +1,217.0% | -1,115.0% | +68.8% |
| 5Y | +93.1% | -57.0% | +150.1% | +63.7% |
| 10Y | +425.7% | +32.0% | +393.6% | +345.6% |
| All | +1,593.7% | +97.8% | +1,496.0% | +1,347.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling