-22.1%
WULF vs ABNB
+40.5%
-62.6%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABNB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | +5.6% | -12.3% | -5.7% |
| 7D | -12.8% | +6.2% | -19.0% | -11.9% |
| 30D | -20.9% | +7.5% | -28.4% | -20.0% |
| 3M | -38.0% | +17.6% | -55.7% | -37.6% |
| 6M | -47.5% | +27.0% | -74.5% | -48.2% |
| YTD | +1.8% | +30.0% | -28.1% | -5.1% |
| 1Y | -22.1% | +44.2% | -66.2% | -25.3% |
| All | -22.1% | +40.5% | -62.6% | -25.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ABNB.
Daily Out/Under-Performance
Portfolio return minus ABNB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABNB 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 ABNB 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