+8,763.9%
MU vs WULF
+1,272.1%
+7,491.9%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WULF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -3.2% | +0.7% | -2.3% |
| 7D | +12.8% | +11.0% | +1.8% | +11.9% |
| 30D | -14.9% | +9.4% | -24.2% | -15.3% |
| 3M | -18.0% | -22.6% | +4.6% | -16.5% |
| 6M | -3.1% | -45.4% | +42.3% | +1.5% |
| YTD | +172.9% | +9.8% | +163.1% | +171.8% |
| 1Y | +228.8% | +8.0% | +220.8% | +227.3% |
| 3Y | +950.8% | +1,149.5% | -198.7% | +772.3% |
| 5Y | +931.3% | -55.6% | +986.8% | +800.9% |
| 10Y | +4,417.7% | +34.7% | +4,383.0% | +3,543.4% |
| All | +8,763.9% | +1,272.1% | +7,491.9% | +7,676.3% |
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