+12.9%
WFC vs WULF
+31.8%
-18.9%
-14.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | WULF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +8.2% | -10.4% | -2.5% |
| 7D | +1.1% | +21.9% | -20.9% | +0.2% |
| 30D | +0.8% | +4.6% | -3.8% | +0.6% |
| 3M | +9.3% | -30.9% | +40.2% | +10.4% |
| All | +12.9% | +31.8% | -18.9% | +5.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling