+199.8%
TER vs WULF
+83.4%
+116.4%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WULF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +1.7% | +3.7% | +4.8% |
| 7D | +0.6% | +7.6% | -7.0% | -2.4% |
| 30D | -8.3% | -8.6% | +0.3% | -5.4% |
| 3M | -12.2% | -37.0% | +24.7% | +2.6% |
| 6M | +17.0% | +7.4% | +9.6% | +18.8% |
| YTD | +84.6% | +43.7% | +40.9% | +79.1% |
| 1Y | +199.8% | +86.1% | +113.7% | +201.0% |
| All | +199.8% | +83.4% | +116.4% | +201.0% |
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