+916.1%
WDC vs WULF
-28.8%
+944.9%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WULF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +3.7% | -6.7% | -3.4% |
| 7D | -4.3% | +1.4% | -5.7% | -4.5% |
| 30D | -1.5% | -2.6% | +1.1% | -1.4% |
| 3M | -15.5% | -34.0% | +18.5% | -11.8% |
| 6M | +66.5% | +10.0% | +56.5% | +65.9% |
| YTD | +159.9% | +45.7% | +114.2% | +152.0% |
| 1Y | +366.0% | +57.3% | +308.6% | +346.0% |
| 3Y | +1,285.8% | +878.9% | +406.9% | +973.9% |
| All | +916.1% | -28.8% | +944.9% | +613.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling