+365.4%
STX vs WULF
+83.4%
+282.0%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WULF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +1.7% | +4.6% | +5.8% |
| 7D | +2.4% | +7.6% | -5.2% | 0.0% |
| 30D | +1.4% | -8.6% | +10.0% | +3.7% |
| 3M | -8.2% | -37.0% | +28.7% | +2.4% |
| 6M | +127.0% | +7.4% | +119.6% | +128.9% |
| YTD | +209.1% | +43.7% | +165.5% | +199.1% |
| 1Y | +365.4% | +86.1% | +279.3% | +337.1% |
| All | +365.4% | +83.4% | +282.0% | +337.1% |
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 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