+681.4%
NFLX vs WULF
+82.7%
+598.8%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WULF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +3.7% | -1.9% | +1.6% |
| 7D | -1.1% | +1.4% | -2.5% | -1.2% |
| 30D | +4.3% | -2.6% | +6.9% | +4.2% |
| 3M | -4.8% | -34.0% | +29.2% | -2.9% |
| 6M | -18.4% | +10.0% | -28.4% | -20.3% |
| YTD | -17.4% | +45.7% | -63.1% | -21.6% |
| 1Y | -35.7% | +57.3% | -93.0% | -39.8% |
| 3Y | +73.8% | +878.9% | -805.2% | +28.3% |
| 5Y | +29.3% | -28.3% | +57.6% | -2.8% |
| All | +681.4% | +82.7% | +598.8% | +453.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling