+7.0%
WMT vs WULF
+83.4%
-76.4%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WULF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.7% | -2.9% | -1.2% |
| 7D | +3.9% | +7.6% | -3.6% | +4.0% |
| 30D | -4.4% | -8.6% | +4.2% | -4.4% |
| 3M | -8.8% | -37.0% | +28.2% | -8.4% |
| 6M | -15.6% | +7.4% | -23.1% | -16.2% |
| YTD | -3.2% | +43.7% | -46.9% | -4.6% |
| 1Y | +7.0% | +86.1% | -79.1% | +6.0% |
| All | +7.0% | +83.4% | -76.4% | +6.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling