+29.8%
SNOW vs WULF
+468.5%
-438.7%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WULF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -5.8% | +5.2% | 0.0% |
| 7D | -7.5% | -0.6% | -6.9% | -7.5% |
| 30D | -1.3% | -3.6% | +2.3% | -1.2% |
| 3M | +37.4% | -30.4% | +67.8% | +40.8% |
| 6M | +88.1% | +12.5% | +75.6% | +82.0% |
| YTD | +50.3% | +40.5% | +9.8% | +41.3% |
| 1Y | +46.0% | +53.0% | -7.0% | +34.6% |
| 3Y | +98.7% | +796.7% | -698.0% | +37.1% |
| 5Y | +3.5% | -30.9% | +34.4% | -27.9% |
| All | +29.8% | +468.5% | -438.7% | -29.5% |
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