+272.5%
SNDK vs WULF
-33.2%
+305.6%
-65.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WULF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -22.3% | -13.8% | -8.4% | -15.2% |
| 7D | -39.4% | -20.9% | -18.4% | -30.9% |
| 30D | -51.4% | -32.7% | -18.8% | -40.6% |
| 3M | -40.3% | -44.2% | +3.9% | -21.5% |
| 6M | -42.7% | -57.1% | +14.4% | -16.2% |
| YTD | +239.7% | -12.3% | +252.0% | +284.5% |
| 1Y | +272.5% | -34.4% | +306.9% | +370.6% |
| All | +272.5% | -33.2% | +305.6% | +370.6% |
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