+82.0%
SPY vs WULF
-35.5%
+117.6%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WULF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -5.8% | +5.2% | -0.3% |
| 7D | -2.0% | -0.6% | -1.4% | -2.0% |
| 30D | -1.7% | -3.6% | +2.0% | -1.6% |
| 3M | +4.7% | -30.4% | +35.1% | +6.1% |
| 6M | +12.5% | +12.5% | 0.0% | +11.0% |
| YTD | +11.7% | +40.5% | -28.7% | +8.6% |
| 1Y | +17.5% | +53.0% | -35.5% | +13.2% |
| 3Y | +76.6% | +796.7% | -720.1% | +48.8% |
| 5Y | +82.0% | -30.9% | +112.9% | +53.2% |
| All | +82.0% | -35.5% | +117.6% | +53.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling