+33.6%
TSLA vs WULF
+830.0%
-796.4%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WULF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.7% | -3.2% | -0.1% |
| 7D | +3.2% | +1.4% | +1.8% | +2.9% |
| 30D | +11.6% | -2.6% | +14.2% | +11.6% |
| 3M | -8.4% | -34.0% | +25.5% | -3.5% |
| 6M | -10.4% | +10.0% | -20.4% | -13.7% |
| YTD | -18.7% | +45.7% | -64.4% | -26.3% |
| 1Y | -0.9% | +57.3% | -58.2% | -12.7% |
| 3Y | +33.6% | +878.9% | -845.4% | -19.3% |
| All | +33.6% | +830.0% | -796.4% | -19.3% |
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