+11,475.8%
MU vs WULF
+1,695.0%
+9,780.8%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WULF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +1.7% | +4.4% | +6.0% |
| 7D | +9.0% | +7.6% | +1.4% | +8.4% |
| 30D | +13.8% | -8.6% | +22.4% | +14.5% |
| 3M | +2.1% | -37.0% | +39.0% | +5.6% |
| 6M | +153.8% | +7.4% | +146.4% | +153.6% |
| YTD | +256.4% | +43.7% | +212.7% | +247.9% |
| 1Y | +719.8% | +86.1% | +633.6% | +684.0% |
| 3Y | +1,360.4% | +733.8% | +626.5% | +1,120.7% |
| 5Y | +1,312.4% | -33.6% | +1,346.0% | +1,102.8% |
| 10Y | +6,142.6% | +76.1% | +6,066.5% | +4,832.8% |
| All | +11,475.8% | +1,695.0% | +9,780.8% | +9,851.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling