+2,550.6%
SOXX vs WULF
+697.4%
+1,853.2%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WULF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +3.7% | -1.9% | +1.6% |
| 7D | +1.4% | +1.4% | 0.0% | +1.3% |
| 30D | -3.6% | -2.6% | -1.0% | -3.5% |
| 3M | -10.2% | -34.0% | +23.8% | -8.0% |
| 6M | +54.2% | +10.0% | +44.3% | +53.1% |
| YTD | +75.2% | +45.7% | +29.5% | +70.3% |
| 1Y | +107.5% | +57.3% | +50.2% | +99.8% |
| 3Y | +226.8% | +878.9% | -652.2% | +170.2% |
| 5Y | +251.2% | -28.3% | +279.5% | +195.5% |
| 10Y | +1,567.6% | +82.7% | +1,485.0% | +1,223.3% |
| All | +2,550.6% | +697.4% | +1,853.2% | +1,868.1% |
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