+1,346.4%
MU vs WULF
-29.7%
+1,376.1%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WULF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -4.1% | +6.8% | +3.3% |
| 7D | +7.5% | +15.6% | -8.1% | +5.3% |
| 30D | +19.4% | +5.7% | +13.6% | +18.2% |
| 3M | +9.8% | -32.3% | +42.1% | +15.1% |
| 6M | +164.1% | +23.7% | +140.5% | +159.2% |
| YTD | +260.3% | +49.1% | +211.2% | +243.4% |
| 1Y | +661.2% | +66.3% | +594.9% | +611.0% |
| 3Y | +1,380.8% | +851.7% | +529.2% | +973.2% |
| 5Y | +1,346.4% | -30.9% | +1,377.3% | +981.5% |
| All | +1,346.4% | -29.7% | +1,376.1% | +981.5% |
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 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