+82.7%
WULF vs AEHR
+3,845.4%
-3,762.8%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.9% | +2.8% | +3.6% |
| 7D | +1.4% | +9.8% | -8.4% | -0.2% |
| 30D | -2.6% | -26.7% | +24.1% | +2.3% |
| 3M | -34.0% | -8.1% | -25.9% | -34.4% |
| 6M | +10.0% | +123.1% | -113.1% | -6.3% |
| YTD | +45.7% | +369.0% | -323.3% | +9.9% |
| 1Y | +57.3% | +256.4% | -199.0% | +22.4% |
| 3Y | +878.9% | +96.4% | +782.6% | +633.3% |
| 5Y | -28.3% | +836.6% | -864.9% | -55.0% |
| All | +82.7% | +3,845.4% | -3,762.8% | +7.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling