+42.0%
SOFI vs WULF
+87.2%
-45.2%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WULF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +3.7% | -3.1% | 0.0% |
| 7D | -4.9% | +1.4% | -6.3% | -5.2% |
| 30D | -3.5% | -2.6% | -0.8% | -3.4% |
| 3M | +3.9% | -34.0% | +37.9% | +10.0% |
| 6M | -6.5% | +10.0% | -16.5% | -9.5% |
| YTD | -33.8% | +45.7% | -79.5% | -39.3% |
| 1Y | -33.3% | +57.3% | -90.6% | -39.9% |
| 3Y | +94.6% | +878.9% | -784.3% | +17.9% |
| 5Y | +13.3% | -28.3% | +41.6% | -30.9% |
| All | +42.0% | +87.2% | -45.2% | -22.3% |
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