+47.6%
TSLA vs WULF
-28.8%
+76.3%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WULF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.7% | -3.2% | 0.0% |
| 7D | +3.2% | +1.4% | +1.8% | +3.0% |
| 30D | +11.6% | -2.6% | +14.2% | +11.6% |
| 3M | -8.4% | -34.0% | +25.5% | -4.2% |
| 6M | -10.4% | +10.0% | -20.4% | -13.2% |
| YTD | -18.7% | +45.7% | -64.4% | -25.1% |
| 1Y | -0.9% | +57.3% | -58.2% | -10.9% |
| 3Y | +33.6% | +878.9% | -845.4% | -16.5% |
| All | +47.6% | -28.8% | +76.3% | -7.5% |
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