+292.2%
TER vs WULF
+851.7%
-559.5%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WULF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -4.1% | +7.2% | +3.8% |
| 7D | +12.4% | +15.6% | -3.2% | +9.4% |
| 30D | +5.1% | +5.7% | -0.6% | +4.0% |
| 3M | +4.0% | -32.3% | +36.3% | +10.7% |
| 6M | +29.5% | +23.7% | +5.8% | +27.0% |
| YTD | +98.5% | +49.1% | +49.4% | +89.6% |
| 1Y | +234.1% | +66.3% | +167.8% | +210.7% |
| All | +292.2% | +851.7% | -559.5% | +176.9% |
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