+1,181.6%
WULF vs APLD
+251.2%
+930.5%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.2% | +1.7% | +1.6% |
| 7D | +0.2% | -6.3% | +6.6% | +4.2% |
| 30D | -8.8% | -29.6% | +20.8% | +9.9% |
| 3M | -22.5% | -42.6% | +20.1% | +4.0% |
| 6M | -46.3% | -59.6% | +13.3% | -15.5% |
| YTD | +9.3% | -32.0% | +41.3% | +33.4% |
| 1Y | -12.2% | -46.9% | +34.8% | +18.9% |
| 3Y | +1,181.6% | +255.7% | +926.0% | +412.5% |
| All | +1,181.6% | +251.2% | +930.5% | +412.5% |
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 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