+366.0%
WDC vs WULF
+60.2%
+305.8%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WULF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +3.7% | -6.7% | -4.4% |
| 7D | -4.3% | +1.4% | -5.7% | -5.0% |
| 30D | -1.5% | -2.6% | +1.1% | -1.4% |
| 3M | -15.5% | -34.0% | +18.5% | -3.3% |
| 6M | +66.5% | +10.0% | +56.5% | +66.5% |
| YTD | +159.9% | +45.7% | +114.2% | +143.4% |
| 1Y | +366.0% | +57.3% | +308.6% | +321.2% |
| All | +366.0% | +60.2% | +305.8% | +321.2% |
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