-39.3%
NFLX vs WULF
-22.8%
-16.4%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WULF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -6.6% | +11.3% | +4.4% |
| 7D | +7.1% | -12.8% | +19.9% | +6.4% |
| 30D | -1.6% | -20.9% | +19.2% | -2.4% |
| 3M | -9.8% | -38.0% | +28.3% | -11.1% |
| 6M | -27.1% | -47.5% | +20.5% | -28.1% |
| YTD | -29.2% | +1.8% | -31.0% | -31.3% |
| 1Y | -39.3% | -22.1% | -17.2% | -40.6% |
| All | -39.3% | -22.8% | -16.4% | -40.6% |
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 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