+21.1%
MSFT vs WULF
+31.8%
-10.7%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | WULF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +8.2% | -9.3% | -1.7% |
| 7D | -1.4% | +21.9% | -23.3% | -2.7% |
| 30D | -1.0% | +4.6% | -5.6% | -1.6% |
| 3M | +20.2% | -30.9% | +51.1% | +18.5% |
| All | +21.1% | +31.8% | -10.7% | +12.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling