-22.1%
WULF vs APLD
-46.0%
+24.0%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | -6.7% | +0.1% | -1.9% |
| 7D | -12.8% | -18.5% | +5.7% | +0.8% |
| 30D | -20.9% | -32.8% | +11.9% | +4.2% |
| 3M | -38.0% | -46.9% | +8.9% | -3.9% |
| 6M | -47.5% | -53.4% | +5.9% | -13.8% |
| YTD | +1.8% | -32.3% | +34.1% | +26.0% |
| 1Y | -22.1% | -46.5% | +24.5% | +11.3% |
| All | -22.1% | -46.0% | +24.0% | +11.3% |
Cumulative growth
Daily Returns
Daily percentage return beside APLD.
Daily Out/Under-Performance
Portfolio return minus APLD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APLD 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 APLD 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