+3,341.8%
V vs WULF
+80.8%
+3,261.0%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WULF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -3.2% | +4.5% | +1.4% |
| 7D | +0.9% | +11.0% | -10.1% | +0.6% |
| 30D | +9.0% | +9.4% | -0.4% | +8.5% |
| 3M | +16.7% | -22.6% | +39.3% | +17.1% |
| 6M | +33.4% | -45.4% | +78.8% | +34.7% |
| YTD | +22.4% | +9.8% | +12.5% | +20.4% |
| 1Y | +27.7% | +8.0% | +19.6% | +25.5% |
| 3Y | +78.0% | +1,149.5% | -1,071.5% | +56.2% |
| 5Y | +108.5% | -55.6% | +164.1% | +89.2% |
| 10Y | +459.0% | +34.7% | +424.3% | +377.9% |
| All | +3,341.8% | +80.8% | +3,261.0% | +2,446.0% |
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