+43.2%
TER vs WULF
-22.8%
+66.0%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WULF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | -6.6% | -0.2% | -3.6% |
| 7D | -19.9% | -12.8% | -7.1% | -14.6% |
| 30D | -43.5% | -20.9% | -22.6% | -37.5% |
| 3M | -37.8% | -38.0% | +0.2% | -23.2% |
| 6M | -25.6% | -47.5% | +21.9% | -1.1% |
| YTD | +29.8% | +1.8% | +28.0% | +35.2% |
| 1Y | +43.2% | -22.1% | +65.2% | +57.4% |
| All | +43.2% | -22.8% | +66.0% | +57.4% |
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