+73.5%
MSFT vs WULF
-35.5%
+109.1%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WULF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -5.8% | +5.9% | +0.5% |
| 7D | -3.5% | -0.6% | -2.9% | -3.5% |
| 30D | -2.1% | -3.6% | +1.6% | -2.1% |
| 3M | +24.2% | -30.4% | +54.6% | +25.8% |
| 6M | +21.9% | +12.5% | +9.4% | +19.9% |
| YTD | +2.5% | +40.5% | -38.0% | -0.7% |
| 1Y | -0.8% | +53.0% | -53.8% | -4.9% |
| 3Y | +50.8% | +796.7% | -745.9% | +24.4% |
| 5Y | +73.5% | -30.9% | +104.4% | +49.8% |
| All | +73.5% | -35.5% | +109.1% | +49.8% |
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