+23,015.9%
TSLA vs WULF
+245.6%
+22,770.3%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WULF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +8.2% | -4.2% | +3.2% |
| 7D | +3.4% | +21.9% | -18.5% | +1.6% |
| 30D | +12.0% | +4.6% | +7.5% | +11.3% |
| 3M | -10.0% | -30.9% | +21.0% | -7.6% |
| 6M | -7.2% | +29.9% | -37.1% | -10.3% |
| YTD | -18.1% | +55.4% | -73.6% | -22.6% |
| 1Y | +6.3% | +94.1% | -87.8% | -2.2% |
| 3Y | +48.2% | +892.2% | -844.1% | +12.8% |
| 5Y | +46.5% | -26.7% | +73.3% | +9.4% |
| 10Y | +2,698.1% | +94.0% | +2,604.2% | +1,981.1% |
| All | +23,015.9% | +245.6% | +22,770.3% | +17,018.9% |
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