+9.0%
MSFT vs WULF
-22.8%
+31.8%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WULF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | -6.6% | +13.3% | +7.2% |
| 7D | +4.7% | -12.8% | +17.5% | +5.5% |
| 30D | +5.8% | -20.9% | +26.7% | +7.1% |
| 3M | +13.0% | -38.0% | +51.0% | +15.9% |
| 6M | +34.9% | -47.5% | +82.4% | +37.5% |
| YTD | +15.7% | +1.8% | +13.8% | +12.2% |
| 1Y | +9.0% | -22.1% | +31.0% | +6.4% |
| All | +9.0% | -22.8% | +31.8% | +6.4% |
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 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