+101.9%
WMT vs WULF
+830.0%
-728.1%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WULF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +3.7% | -2.4% | +1.3% |
| 7D | 0.0% | +1.4% | -1.4% | 0.0% |
| 30D | -7.4% | -2.6% | -4.8% | -7.4% |
| 3M | -10.9% | -34.0% | +23.1% | -10.2% |
| 6M | -12.7% | +10.0% | -22.7% | -13.4% |
| YTD | -3.2% | +45.7% | -48.9% | -5.0% |
| 1Y | +5.3% | +57.3% | -52.1% | +2.7% |
| 3Y | +101.9% | +878.9% | -777.1% | +74.9% |
| All | +101.9% | +830.0% | -728.1% | +74.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling