+1,692.6%
PLTR vs WULF
+483.6%
+1,209.1%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WULF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +8.2% | -10.5% | -3.2% |
| 7D | -5.3% | +21.9% | -27.3% | -7.5% |
| 30D | -1.0% | +4.6% | -5.6% | -1.9% |
| 3M | +24.8% | -30.9% | +55.7% | +28.5% |
| 6M | +8.4% | +29.9% | -21.5% | +2.4% |
| YTD | -4.2% | +55.4% | -59.6% | -12.1% |
| 1Y | +9.1% | +94.1% | -85.0% | -3.5% |
| 3Y | +1,025.6% | +892.2% | +133.4% | +650.7% |
| 5Y | +565.8% | -26.7% | +592.5% | +326.3% |
| All | +1,692.6% | +483.6% | +1,209.1% | +1,124.0% |
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 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