+12,056.2%
ORCL vs WULF
+1,695.0%
+10,361.2%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WULF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +1.7% | +1.4% | +3.0% |
| 7D | +5.3% | +7.6% | -2.3% | +4.9% |
| 30D | +10.0% | -8.6% | +18.6% | +10.3% |
| 3M | -32.6% | -37.0% | +4.4% | -31.5% |
| 6M | +4.9% | +7.4% | -2.5% | +4.2% |
| YTD | -17.8% | +43.7% | -61.4% | -19.3% |
| 1Y | -28.0% | +86.1% | -114.1% | -30.2% |
| 3Y | +36.0% | +733.8% | -697.8% | +22.6% |
| 5Y | +88.7% | -33.6% | +122.3% | +72.1% |
| 10Y | +346.9% | +76.1% | +270.8% | +289.6% |
| All | +12,056.2% | +1,695.0% | +10,361.2% | +10,037.5% |
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 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