+5,874.3%
TER vs WULF
+1,695.0%
+4,179.3%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WULF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +1.7% | +3.8% | +5.4% |
| 7D | +0.6% | +7.6% | -6.9% | +0.1% |
| 30D | -8.3% | -8.6% | +0.4% | -7.7% |
| 3M | -12.2% | -37.0% | +24.7% | -9.3% |
| 6M | +17.1% | +7.4% | +9.7% | +17.1% |
| YTD | +84.7% | +43.7% | +41.0% | +81.3% |
| 1Y | +199.9% | +86.1% | +113.8% | +188.4% |
| 3Y | +232.8% | +733.8% | -501.1% | +180.3% |
| 5Y | +198.6% | -33.6% | +232.2% | +155.4% |
| 10Y | +1,669.7% | +76.1% | +1,593.7% | +1,320.0% |
| All | +5,874.3% | +1,695.0% | +4,179.3% | +4,262.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling