+113.9%
SOXX vs WULF
+83.4%
+30.5%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WULF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.7% | +1.8% | +3.1% |
| 7D | +2.2% | +7.6% | -5.3% | +0.2% |
| 30D | -2.0% | -8.6% | +6.6% | -0.3% |
| 3M | -13.7% | -37.0% | +23.3% | -5.3% |
| 6M | +52.4% | +7.4% | +45.0% | +51.7% |
| YTD | +72.8% | +43.7% | +29.1% | +64.0% |
| 1Y | +113.9% | +86.1% | +27.8% | +109.8% |
| All | +113.9% | +83.4% | +30.5% | +109.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling