+1,132.9%
T vs WULF
+1,841.8%
-708.9%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WULF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +8.2% | -8.5% | -0.4% |
| 7D | -1.5% | +21.9% | -23.4% | -1.8% |
| 30D | +7.6% | +4.6% | +3.0% | +7.5% |
| 3M | +15.3% | -30.9% | +46.2% | +15.7% |
| 6M | -8.5% | +29.9% | -38.4% | -9.1% |
| YTD | +6.8% | +55.4% | -48.7% | +5.5% |
| 1Y | -7.2% | +94.1% | -101.4% | -8.8% |
| 3Y | +108.2% | +892.2% | -784.0% | +93.2% |
| 5Y | +66.1% | -26.7% | +92.8% | +55.9% |
| 10Y | +65.3% | +94.0% | -28.7% | +48.2% |
| All | +1,132.9% | +1,841.8% | -708.9% | +930.7% |
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