+122.9%
WFC vs WULF
-28.8%
+151.6%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WULF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +3.7% | -2.8% | +0.7% |
| 7D | +0.4% | +1.4% | -1.0% | +0.2% |
| 30D | +1.5% | -2.6% | +4.1% | +1.5% |
| 3M | +10.2% | -34.0% | +44.2% | +12.1% |
| 6M | +18.8% | +10.0% | +8.8% | +16.9% |
| YTD | -1.5% | +45.7% | -47.2% | -5.0% |
| 1Y | +13.5% | +57.3% | -43.8% | +8.5% |
| 3Y | +135.0% | +878.9% | -744.0% | +95.1% |
| All | +122.9% | -28.8% | +151.6% | +74.6% |
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