+3,392.0%
WFC vs WULF
+1,841.8%
+1,550.3%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WULF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +8.2% | -10.4% | -2.5% |
| 7D | +1.1% | +21.9% | -20.9% | +0.4% |
| 30D | +0.8% | +4.6% | -3.8% | +0.6% |
| 3M | +9.3% | -30.9% | +40.2% | +10.2% |
| 6M | +10.6% | +29.9% | -19.3% | +9.0% |
| YTD | -4.1% | +55.4% | -59.5% | -6.2% |
| 1Y | +13.6% | +94.1% | -80.6% | +9.9% |
| 3Y | +130.7% | +892.2% | -761.5% | +106.6% |
| 5Y | +126.7% | -26.7% | +153.5% | +104.9% |
| 10Y | +132.1% | +94.0% | +38.2% | +102.6% |
| All | +3,392.0% | +1,841.8% | +1,550.3% | +3,040.0% |
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 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