-11.6%
ONDS vs WULF
-22.8%
+11.2%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WULF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.0% | -6.6% | -2.4% | -5.4% |
| 7D | -23.2% | -12.8% | -10.4% | -17.5% |
| 30D | -29.0% | -20.9% | -8.1% | -20.2% |
| 3M | -40.5% | -38.0% | -2.5% | -25.4% |
| 6M | -45.8% | -47.5% | +1.7% | -26.5% |
| YTD | -46.0% | +1.8% | -47.8% | -54.8% |
| 1Y | -11.6% | -22.1% | +10.5% | -14.5% |
| All | -11.6% | -22.8% | +11.2% | -14.5% |
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