+328.9%
ORCL vs WULF
+82.7%
+246.2%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WULF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +3.7% | -5.5% | -2.0% |
| 7D | -5.4% | +1.4% | -6.7% | -5.4% |
| 30D | -2.0% | -2.6% | +0.7% | -1.9% |
| 3M | -18.1% | -34.0% | +15.9% | -16.4% |
| 6M | -7.2% | +10.0% | -17.2% | -8.2% |
| YTD | -22.2% | +45.7% | -67.8% | -24.2% |
| 1Y | -50.6% | +57.3% | -108.0% | -52.3% |
| 3Y | +22.9% | +878.9% | -856.1% | +8.1% |
| 5Y | +79.3% | -28.3% | +107.6% | +58.5% |
| All | +328.9% | +82.7% | +246.2% | +269.5% |
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 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