+71.0%
UBER vs WULF
+177.2%
-106.2%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WULF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -4.1% | +1.3% | -2.5% |
| 7D | -7.0% | +15.6% | -22.6% | -8.1% |
| 30D | -8.9% | +5.7% | -14.6% | -9.5% |
| 3M | +1.0% | -32.3% | +33.3% | +3.2% |
| 6M | -3.7% | +23.7% | -27.4% | -6.8% |
| YTD | -13.0% | +49.1% | -62.1% | -17.9% |
| 1Y | -25.5% | +66.3% | -91.8% | -31.0% |
| 3Y | +50.5% | +851.7% | -801.2% | +8.1% |
| 5Y | +76.2% | -30.9% | +107.1% | +31.1% |
| All | +71.0% | +177.2% | -106.2% | +15.5% |
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 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