+878.4%
MSFT vs WULF
+82.7%
+795.7%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WULF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +3.7% | -3.1% | +0.5% |
| 7D | -0.8% | +1.4% | -2.2% | -0.9% |
| 30D | +0.8% | -2.6% | +3.5% | +0.8% |
| 3M | +27.2% | -34.0% | +61.2% | +28.8% |
| 6M | +22.9% | +10.0% | +12.9% | +21.5% |
| YTD | +3.1% | +45.7% | -42.6% | +0.6% |
| 1Y | -0.3% | +57.3% | -57.6% | -3.5% |
| 3Y | +50.1% | +878.9% | -828.9% | +30.3% |
| 5Y | +74.6% | -28.3% | +102.9% | +51.6% |
| All | +878.4% | +82.7% | +795.7% | +742.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling