+126.4%
WULF vs APLD
+281.1%
-154.6%
-91.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | +7.4% | -1.0% | +3.7% |
| 7D | +14.2% | +7.8% | +6.4% | +11.7% |
| 30D | -0.1% | -23.0% | +22.9% | +11.0% |
| 3M | -20.2% | -39.7% | +19.4% | -2.7% |
| 6M | -42.8% | -59.8% | +17.0% | -19.7% |
| YTD | +16.3% | -27.0% | +43.2% | +33.7% |
| 1Y | +8.0% | -37.3% | +45.3% | +29.8% |
| 3Y | +1,263.3% | +281.9% | +981.4% | +722.5% |
| All | +126.4% | +281.1% | -154.6% | -26.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling