-52.9%
ORCL vs WULF
+53.1%
-106.0%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WULF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -5.8% | +0.4% | -4.1% |
| 7D | -0.7% | -0.6% | -0.2% | -0.6% |
| 30D | +5.1% | -3.6% | +8.8% | +5.4% |
| 3M | -23.7% | -30.4% | +6.7% | -19.1% |
| 6M | +3.1% | +12.5% | -9.4% | -2.3% |
| YTD | -20.8% | +40.5% | -61.2% | -28.6% |
| 1Y | -52.9% | +53.0% | -105.9% | -61.1% |
| All | -52.9% | +53.1% | -106.0% | -61.1% |
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