-37.8%
NFLX vs WULF
+83.4%
-121.2%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WULF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +1.7% | -7.1% | -5.3% |
| 7D | -4.2% | +7.6% | -11.8% | -4.1% |
| 30D | +5.5% | -8.6% | +14.1% | +5.4% |
| 3M | -4.1% | -37.0% | +32.9% | -4.0% |
| 6M | -20.7% | +7.4% | -28.1% | -21.2% |
| YTD | -16.5% | +43.7% | -60.2% | -19.2% |
| 1Y | -37.8% | +86.1% | -123.9% | -42.4% |
| All | -37.8% | +83.4% | -121.2% | -42.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling