-81.2%
PATH vs WULF
+31.9%
-113.1%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WULF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +12.8% | -12.9% | -1.6% |
| 7D | -5.3% | -3.1% | -2.2% | -5.3% |
| 30D | -0.5% | -21.0% | +20.5% | +1.5% |
| 3M | -7.1% | -35.5% | +28.3% | -3.8% |
| 6M | +23.8% | -55.8% | +79.6% | +32.1% |
| YTD | -20.7% | -1.0% | -19.6% | -25.5% |
| 1Y | -8.1% | -20.4% | +12.3% | -11.6% |
| 3Y | -21.8% | +972.6% | -994.5% | -55.3% |
| 5Y | -76.8% | -54.5% | -22.4% | -85.5% |
| All | -81.2% | +31.9% | -113.1% | -88.5% |
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 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