+4,437.1%
SNDK vs WULF
+244.4%
+4,192.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WULF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +3.7% | -7.2% | -4.4% |
| 7D | -6.1% | +1.4% | -7.5% | -6.6% |
| 30D | +21.5% | -2.6% | +24.1% | +21.7% |
| 3M | -13.2% | -34.0% | +20.8% | -5.4% |
| 6M | +149.2% | +10.0% | +139.2% | +151.1% |
| YTD | +588.1% | +45.7% | +542.4% | +560.7% |
| 1Y | +1,837.5% | +57.3% | +1,780.2% | +1,738.2% |
| All | +4,437.1% | +244.4% | +4,192.6% | +3,329.3% |
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