+2,920.7%
SPY vs WULF
+1,841.8%
+1,079.0%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WULF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +8.2% | -8.7% | -0.8% |
| 7D | +0.5% | +21.9% | -21.4% | -0.1% |
| 30D | -0.9% | +4.6% | -5.5% | -1.2% |
| 3M | +3.9% | -30.9% | +34.8% | +4.7% |
| 6M | +14.5% | +29.9% | -15.4% | +13.2% |
| YTD | +12.9% | +55.4% | -42.5% | +10.7% |
| 1Y | +19.4% | +94.1% | -74.8% | +15.9% |
| 3Y | +78.5% | +892.2% | -813.8% | +61.0% |
| 5Y | +81.8% | -26.7% | +108.5% | +65.3% |
| 10Y | +311.5% | +94.0% | +217.5% | +261.4% |
| All | +2,920.7% | +1,841.8% | +1,079.0% | +2,486.3% |
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