+113.2%
WDC vs WULF
-22.8%
+136.0%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WULF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | -6.6% | -0.1% | -3.9% |
| 7D | -18.3% | -12.8% | -5.5% | -13.6% |
| 30D | -26.7% | -20.9% | -5.8% | -19.7% |
| 3M | -40.9% | -38.0% | -2.9% | -29.3% |
| 6M | -26.8% | -47.5% | +20.8% | -5.7% |
| YTD | +88.2% | +1.8% | +86.3% | +88.3% |
| 1Y | +113.2% | -22.1% | +135.2% | +129.2% |
| All | +113.2% | -22.8% | +136.0% | +129.2% |
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 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