+72.4%
UBER vs WULF
+170.8%
-98.4%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WULF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +3.7% | -4.9% | -1.5% |
| 7D | -5.4% | +1.4% | -6.8% | -5.6% |
| 30D | -4.9% | -2.6% | -2.3% | -5.0% |
| 3M | +3.0% | -34.0% | +37.0% | +5.5% |
| 6M | -4.4% | +10.0% | -14.4% | -6.6% |
| YTD | -12.3% | +45.7% | -58.0% | -17.1% |
| 1Y | -24.3% | +57.3% | -81.6% | -29.6% |
| 3Y | +46.4% | +878.9% | -832.5% | +4.9% |
| 5Y | +79.7% | -28.3% | +108.0% | +33.4% |
| All | +72.4% | +170.8% | -98.4% | +16.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling