+62.2%
PANW vs WULF
-22.8%
+85.1%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WULF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -6.6% | +6.0% | -0.3% |
| 7D | -11.8% | -12.8% | +1.0% | -11.3% |
| 30D | -14.4% | -20.9% | +6.5% | -14.0% |
| 3M | -5.0% | -38.0% | +33.0% | -4.0% |
| 6M | +88.6% | -47.5% | +136.1% | +90.1% |
| YTD | +88.9% | +1.8% | +87.1% | +80.9% |
| 1Y | +62.2% | -22.1% | +84.3% | +57.4% |
| All | +62.2% | -22.8% | +85.1% | +57.4% |
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 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