+52.0%
V vs WULF
+851.7%
-799.6%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WULF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.1% | +3.7% | -0.2% |
| 7D | -2.9% | +15.6% | -18.5% | -3.2% |
| 30D | +1.9% | +5.7% | -3.9% | +1.7% |
| 3M | +13.2% | -32.3% | +45.5% | +14.0% |
| 6M | +16.7% | +23.7% | -7.0% | +15.0% |
| YTD | +5.4% | +49.1% | -43.7% | +2.8% |
| 1Y | +7.7% | +66.3% | -58.7% | +4.1% |
| All | +52.0% | +851.7% | -799.6% | +35.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling