+9,532.3%
ORCL vs WULF
+1,272.1%
+8,260.2%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WULF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.2% | +1.8% | -1.2% |
| 7D | +8.0% | +11.0% | -3.0% | +7.5% |
| 30D | -4.0% | +9.4% | -13.3% | -4.4% |
| 3M | -19.5% | -22.6% | +3.2% | -18.7% |
| 6M | -33.5% | -45.4% | +11.9% | -32.0% |
| YTD | -34.8% | +9.8% | -44.7% | -35.4% |
| 1Y | -41.6% | +8.0% | -49.7% | -42.1% |
| 3Y | +13.8% | +1,149.5% | -1,135.7% | +2.2% |
| 5Y | +43.4% | -55.6% | +99.0% | +32.6% |
| 10Y | +268.8% | +34.7% | +234.1% | +225.1% |
| All | +9,532.3% | +1,272.1% | +8,260.2% | +8,022.1% |
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 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