+4,075.8%
TER vs WULF
+1,272.1%
+2,803.8%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WULF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -3.2% | -2.2% | -5.1% |
| 7D | +14.4% | +11.0% | +3.4% | +13.5% |
| 30D | -30.6% | +9.4% | -39.9% | -31.0% |
| 3M | -39.2% | -22.6% | -16.6% | -38.0% |
| 6M | -31.3% | -45.4% | +14.1% | -28.1% |
| YTD | +29.1% | +9.8% | +19.2% | +29.3% |
| 1Y | +47.4% | +8.0% | +39.4% | +47.6% |
| 3Y | +191.2% | +1,149.5% | -958.3% | +143.8% |
| 5Y | +74.0% | -55.6% | +129.6% | +52.6% |
| 10Y | +1,005.1% | +34.7% | +970.4% | +805.0% |
| All | +4,075.8% | +1,272.1% | +2,803.8% | +3,011.7% |
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