+892.2%
WULF vs APLD
+440.3%
+452.0%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.2% | +7.4% | +0.8% | +4.6% |
| 7D | +21.9% | +16.6% | +5.4% | +13.4% |
| 30D | +4.6% | -3.1% | +7.7% | +6.7% |
| 3M | -30.9% | -30.9% | -0.1% | -16.5% |
| 6M | +29.9% | +12.6% | +17.3% | +21.3% |
| YTD | +55.4% | +15.5% | +40.0% | +43.8% |
| 1Y | +94.1% | +103.5% | -9.4% | +34.9% |
| 3Y | +892.2% | +446.5% | +445.7% | +232.2% |
| All | +892.2% | +440.3% | +452.0% | +232.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling