+64,065.9%
NFLX vs WULF
+1,038.9%
+63,027.0%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WULF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +8.2% | -10.1% | -2.3% |
| 7D | -5.0% | +21.9% | -26.9% | -6.0% |
| 30D | +3.5% | +4.6% | -1.0% | +3.1% |
| 3M | -7.1% | -30.9% | +23.8% | -5.9% |
| 6M | -22.5% | +29.9% | -52.4% | -24.5% |
| YTD | -18.1% | +55.4% | -73.6% | -21.6% |
| 1Y | -38.3% | +94.1% | -132.5% | -42.0% |
| 3Y | +73.4% | +892.2% | -818.8% | +38.6% |
| 5Y | +26.7% | -26.7% | +53.4% | +2.7% |
| 10Y | +670.3% | +94.0% | +576.3% | +494.3% |
| All | +64,065.9% | +1,038.9% | +63,027.0% | +54,245.2% |
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