+379.1%
V vs WULF
+82.7%
+296.5%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WULF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +3.7% | -2.8% | +0.8% |
| 7D | -1.2% | +1.4% | -2.6% | -1.3% |
| 30D | +3.1% | -2.6% | +5.7% | +3.0% |
| 3M | +16.3% | -34.0% | +50.3% | +17.2% |
| 6M | +20.4% | +10.0% | +10.4% | +19.3% |
| YTD | +6.3% | +45.7% | -39.4% | +4.1% |
| 1Y | +8.7% | +57.3% | -48.6% | +5.9% |
| 3Y | +53.3% | +878.9% | -825.6% | +36.4% |
| 5Y | +71.1% | -28.3% | +99.4% | +52.6% |
| All | +379.1% | +82.7% | +296.5% | +320.4% |
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