-9.1%
T vs WULF
+83.4%
-92.5%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WULF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.7% | -3.7% | -1.9% |
| 7D | -1.3% | +7.6% | -8.8% | -1.0% |
| 30D | +11.4% | -8.6% | +20.0% | +11.1% |
| 3M | +14.3% | -37.0% | +51.3% | +13.4% |
| 6M | -9.3% | +7.4% | -16.7% | -8.6% |
| YTD | +7.1% | +43.7% | -36.6% | +7.8% |
| 1Y | -9.1% | +86.1% | -95.2% | -12.4% |
| All | -9.1% | +83.4% | -92.5% | -12.4% |
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