+325.3%
STX vs WULF
+60.2%
+265.1%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WULF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +3.7% | -7.4% | -4.8% |
| 7D | -2.3% | +1.4% | -3.6% | -2.7% |
| 30D | -5.5% | -2.6% | -2.9% | -5.1% |
| 3M | -4.3% | -34.0% | +29.7% | +5.8% |
| 6M | +115.6% | +10.0% | +105.6% | +116.2% |
| YTD | +202.2% | +45.7% | +156.5% | +190.7% |
| 1Y | +325.3% | +57.3% | +268.0% | +306.8% |
| All | +325.3% | +60.2% | +265.1% | +306.8% |
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