+43.0%
ONDS vs WULF
+83.4%
-40.5%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WULF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.7% | -1.9% | -1.0% |
| 7D | -3.5% | +7.6% | -11.1% | -7.1% |
| 30D | -14.1% | -8.6% | -5.5% | -11.2% |
| 3M | -36.3% | -37.0% | +0.6% | -21.9% |
| 6M | -27.5% | +7.4% | -34.9% | -32.5% |
| YTD | -21.9% | +43.7% | -65.6% | -35.9% |
| 1Y | +43.0% | +86.1% | -43.2% | +70.1% |
| All | +43.0% | +83.4% | -40.5% | +70.1% |
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