+8,562.3%
WDC vs WULF
+1,841.8%
+6,720.6%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WULF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +8.2% | -6.0% | +1.7% |
| 7D | +6.0% | +21.9% | -15.9% | +4.7% |
| 30D | +9.9% | +4.6% | +5.4% | +9.5% |
| 3M | -9.4% | -30.9% | +21.5% | -7.5% |
| 6M | +94.7% | +29.9% | +64.8% | +92.6% |
| YTD | +177.4% | +55.4% | +121.9% | +171.6% |
| 1Y | +412.6% | +94.1% | +318.5% | +395.0% |
| 3Y | +1,359.8% | +892.2% | +467.5% | +1,161.6% |
| 5Y | +992.6% | -26.7% | +1,019.3% | +852.2% |
| 10Y | +1,245.5% | +94.0% | +1,151.5% | +1,012.9% |
| All | +8,562.3% | +1,841.8% | +6,720.6% | +7,189.3% |
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