+3.3%
SNOW vs WULF
-28.8%
+32.1%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WULF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.7% | -3.9% | -0.6% |
| 7D | -2.4% | +1.4% | -3.8% | -2.6% |
| 30D | -1.0% | -2.6% | +1.6% | -1.0% |
| 3M | +36.9% | -34.0% | +70.8% | +41.4% |
| 6M | +83.4% | +10.0% | +73.4% | +77.1% |
| YTD | +50.0% | +45.7% | +4.3% | +39.3% |
| 1Y | +46.5% | +57.3% | -10.8% | +33.2% |
| 3Y | +93.3% | +878.9% | -785.6% | +24.3% |
| All | +3.3% | -28.8% | +32.1% | -30.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling