+3,634.0%
PANW vs WULF
+133.4%
+3,500.6%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WULF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +3.7% | -6.0% | -2.5% |
| 7D | -0.8% | +1.4% | -2.2% | -0.9% |
| 30D | -14.6% | -2.6% | -11.9% | -14.6% |
| 3M | +18.3% | -34.0% | +52.3% | +19.8% |
| 6M | +100.5% | +10.0% | +90.5% | +98.0% |
| YTD | +79.5% | +45.7% | +33.8% | +74.5% |
| 1Y | +66.7% | +57.3% | +9.4% | +60.8% |
| 3Y | +161.2% | +878.9% | -717.7% | +122.7% |
| 5Y | +322.2% | -28.3% | +350.5% | +264.1% |
| 10Y | +1,273.8% | +82.7% | +1,191.1% | +1,062.5% |
| All | +3,634.0% | +133.4% | +3,500.6% | +3,172.4% |
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 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