+29.3%
V vs WULF
-22.8%
+52.1%
-17.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WULF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -6.6% | +10.5% | +3.5% |
| 7D | +9.0% | -12.8% | +21.8% | +8.5% |
| 30D | +18.1% | -20.9% | +39.0% | +17.2% |
| 3M | +18.3% | -38.0% | +56.4% | +16.5% |
| 6M | +34.1% | -47.5% | +81.6% | +31.5% |
| YTD | +25.2% | +1.8% | +23.4% | +23.3% |
| 1Y | +29.3% | -22.1% | +51.4% | +27.3% |
| All | +29.3% | -22.8% | +52.1% | +27.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling