+1,328.4%
WDC vs WULF
+796.7%
+531.8%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WULF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -5.8% | +1.4% | -3.6% |
| 7D | +4.4% | -0.6% | +5.0% | +4.5% |
| 30D | +5.3% | -3.6% | +8.9% | +5.6% |
| 3M | -5.9% | -30.4% | +24.5% | -1.1% |
| 6M | +73.2% | +12.5% | +60.8% | +72.8% |
| YTD | +167.8% | +40.5% | +127.4% | +160.2% |
| 1Y | +386.0% | +53.0% | +333.0% | +364.6% |
| All | +1,328.4% | +796.7% | +531.8% | +1,079.9% |
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