+957.9%
MU vs WULF
-55.4%
+1,013.4%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WULF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.4% | +0.8% | -1.2% |
| 7D | +21.6% | +29.4% | -7.7% | +17.3% |
| 30D | -16.2% | -1.3% | -14.9% | -16.0% |
| 3M | -12.4% | -24.1% | +11.8% | -9.3% |
| 6M | +4.2% | -42.8% | +47.0% | +12.2% |
| YTD | +180.0% | +13.5% | +166.5% | +176.8% |
| 1Y | +226.4% | +3.2% | +223.2% | +224.8% |
| 3Y | +969.7% | +1,230.6% | -260.9% | +673.3% |
| 5Y | +957.9% | -54.1% | +1,012.0% | +729.9% |
| All | +957.9% | -55.4% | +1,013.4% | +729.9% |
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