+878.9%
WULF vs AEHR
+88.1%
+790.9%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.9% | +2.8% | +3.4% |
| 7D | +1.4% | +9.8% | -8.4% | -1.6% |
| 30D | -2.6% | -26.7% | +24.1% | +6.8% |
| 3M | -34.0% | -8.1% | -25.9% | -35.6% |
| 6M | +10.0% | +123.1% | -113.1% | -22.6% |
| YTD | +45.7% | +369.0% | -323.3% | -22.1% |
| 1Y | +57.3% | +256.4% | -199.0% | -10.5% |
| 3Y | +878.9% | +96.4% | +782.6% | +324.7% |
| All | +878.9% | +88.1% | +790.9% | +324.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling