+71.7%
TER vs WULF
-56.1%
+127.7%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WULF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -3.2% | -2.2% | -4.9% |
| 7D | +14.4% | +11.0% | +3.4% | +12.9% |
| 30D | -30.6% | +9.4% | -39.9% | -31.3% |
| 3M | -39.2% | -22.6% | -16.6% | -37.1% |
| 6M | -31.3% | -45.4% | +14.1% | -25.6% |
| YTD | +29.1% | +9.8% | +19.2% | +29.6% |
| 1Y | +47.4% | +8.0% | +39.4% | +47.7% |
| 3Y | +191.2% | +1,149.5% | -958.3% | +112.2% |
| All | +71.7% | -56.1% | +127.7% | +31.5% |
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