+48.9%
MSFT vs WULF
+851.7%
-802.8%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WULF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.1% | +3.6% | -0.2% |
| 7D | -1.0% | +15.6% | -16.6% | -1.9% |
| 30D | -2.7% | +5.7% | -8.4% | -3.2% |
| 3M | +22.1% | -32.3% | +54.4% | +23.9% |
| 6M | +20.6% | +23.7% | -3.1% | +17.7% |
| YTD | +2.3% | +49.1% | -46.8% | -1.5% |
| 1Y | -0.5% | +66.3% | -66.9% | -5.4% |
| All | +48.9% | +851.7% | -802.8% | +29.1% |
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