-22.1%
WULF vs AEHR
+147.2%
-169.3%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | -6.6% | -0.1% | -4.0% |
| 7D | -12.8% | -5.7% | -7.1% | -11.1% |
| 30D | -20.9% | -41.7% | +20.8% | -4.1% |
| 3M | -38.0% | -44.6% | +6.6% | -24.6% |
| 6M | -47.5% | -28.9% | -18.6% | -45.5% |
| YTD | +1.8% | +201.3% | -199.5% | -53.2% |
| 1Y | -22.1% | +145.3% | -167.4% | -57.4% |
| All | -22.1% | +147.2% | -169.3% | -57.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AEHR.
Daily Out/Under-Performance
Portfolio return minus AEHR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEHR 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 AEHR 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