+211.9%
TER vs WULF
-35.5%
+247.4%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WULF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -5.8% | +2.3% | -2.8% |
| 7D | +9.4% | -0.6% | +9.9% | +9.4% |
| 30D | -2.4% | -3.6% | +1.2% | -2.0% |
| 3M | +6.5% | -30.4% | +36.9% | +11.4% |
| 6M | +23.2% | +12.5% | +10.7% | +22.5% |
| YTD | +91.5% | +40.5% | +51.0% | +85.8% |
| 1Y | +214.8% | +53.0% | +161.8% | +199.8% |
| 3Y | +275.3% | +796.7% | -521.3% | +174.6% |
| 5Y | +211.9% | -30.9% | +242.8% | +123.6% |
| All | +211.9% | -35.5% | +247.4% | +123.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling