+86.1%
WULF vs AEHR
+255.0%
-168.8%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +13.1% | -11.4% | -2.6% |
| 7D | +7.6% | +6.7% | +0.8% | +4.7% |
| 30D | -8.6% | -12.7% | +4.0% | -5.4% |
| 3M | -37.0% | -26.0% | -11.0% | -34.1% |
| 6M | +7.4% | +102.2% | -94.8% | -22.9% |
| YTD | +43.7% | +327.2% | -283.6% | -23.3% |
| 1Y | +86.1% | +228.1% | -142.0% | +7.1% |
| All | +86.1% | +255.0% | -168.8% | +7.1% |
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