-81.4%
PATH vs WULF
+45.7%
-127.1%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WULF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.5% | -2.6% | -1.3% |
| 7D | -2.3% | +0.2% | -2.5% | -2.6% |
| 30D | -4.8% | -8.8% | +4.0% | -4.5% |
| 3M | -17.7% | -22.5% | +4.8% | -16.5% |
| 6M | +18.9% | -46.3% | +65.2% | +24.0% |
| YTD | -21.7% | +9.3% | -31.0% | -27.3% |
| 1Y | -9.6% | -12.2% | +2.5% | -14.2% |
| 3Y | -25.8% | +1,181.6% | -1,207.5% | -58.5% |
| 5Y | -77.1% | -55.4% | -21.7% | -85.8% |
| All | -81.4% | +45.7% | -127.1% | -88.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling