+17.9%
ONDS vs WULF
+224.7%
-206.9%
-97.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WULF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -5.8% | +5.2% | +0.9% |
| 7D | -5.0% | -0.6% | -4.4% | -5.0% |
| 30D | -25.6% | -3.6% | -21.9% | -25.2% |
| 3M | -22.1% | -30.4% | +8.3% | -15.4% |
| 6M | -27.6% | +12.5% | -40.0% | -30.2% |
| YTD | -25.7% | +40.5% | -66.2% | -31.7% |
| 1Y | +30.4% | +53.0% | -22.6% | +16.2% |
| 3Y | +695.0% | +796.7% | -101.7% | +289.7% |
| 5Y | -2.2% | -30.9% | +28.7% | -42.8% |
| All | +17.9% | +224.7% | -206.9% | -52.4% |
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