+17.6%
ONDS vs WULF
+236.8%
-219.3%
-97.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WULF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.7% | -4.0% | -1.2% |
| 7D | -5.1% | +1.4% | -6.5% | -5.6% |
| 30D | -26.0% | -2.6% | -23.4% | -25.9% |
| 3M | -26.4% | -34.0% | +7.5% | -19.2% |
| 6M | -26.4% | +10.0% | -36.4% | -28.7% |
| YTD | -25.9% | +45.7% | -71.6% | -32.6% |
| 1Y | +12.6% | +57.3% | -44.7% | -0.4% |
| 3Y | +706.9% | +878.9% | -172.0% | +288.2% |
| 5Y | -2.4% | -28.3% | +25.9% | -43.5% |
| All | +17.6% | +236.8% | -219.3% | -53.0% |
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