+81.3%
SNOW vs WULF
+26.4%
+54.9%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | WULF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -4.1% | +2.9% | -1.2% |
| 7D | +8.4% | +15.6% | -7.2% | +8.6% |
| 30D | -1.0% | +5.7% | -6.7% | -1.1% |
| 3M | +38.3% | -32.3% | +70.6% | +33.4% |
| 6M | +81.3% | +23.7% | +57.6% | +70.9% |
| All | +81.3% | +26.4% | +54.9% | +70.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling