-10.0%
PLTR vs WULF
-22.8%
+12.8%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WULF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -6.6% | +4.5% | -1.3% |
| 7D | -12.8% | -12.8% | +0.1% | -11.5% |
| 30D | -9.3% | -20.9% | +11.5% | -7.4% |
| 3M | +5.6% | -38.0% | +43.6% | +10.0% |
| 6M | +17.6% | -47.5% | +65.1% | +22.9% |
| YTD | -3.4% | +1.8% | -5.2% | -14.9% |
| 1Y | -10.0% | -22.1% | +12.1% | -17.0% |
| All | -10.0% | -22.8% | +12.8% | -17.0% |
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