+110.2%
T vs WULF
+830.0%
-719.8%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WULF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +3.7% | -1.7% | +2.0% |
| 7D | +1.5% | +1.4% | +0.1% | +1.5% |
| 30D | +7.5% | -2.6% | +10.1% | +7.5% |
| 3M | +14.8% | -34.0% | +48.8% | +14.5% |
| 6M | -1.7% | +10.0% | -11.7% | -1.5% |
| YTD | +8.7% | +45.7% | -37.0% | +9.3% |
| 1Y | -7.5% | +57.3% | -64.8% | -6.8% |
| 3Y | +110.2% | +878.9% | -768.7% | +106.1% |
| All | +110.2% | +830.0% | -719.8% | +106.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling