+11.6%
PLTR vs WULF
+83.4%
-71.8%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WULF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +1.7% | -6.2% | -4.7% |
| 7D | -6.4% | +7.6% | -14.0% | -7.2% |
| 30D | +10.0% | -8.6% | +18.7% | +10.7% |
| 3M | +23.0% | -37.0% | +60.0% | +29.1% |
| 6M | +13.8% | +7.4% | +6.4% | +6.7% |
| YTD | -1.9% | +43.7% | -45.6% | -13.8% |
| 1Y | +11.6% | +86.1% | -74.5% | +1.5% |
| All | +11.6% | +83.4% | -71.8% | +1.5% |
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 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