+112.9%
WULF vs APLD
+254.9%
-142.0%
-91.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.2% | +1.7% | +1.5% |
| 7D | +0.2% | -6.3% | +6.6% | +3.2% |
| 30D | -8.8% | -29.6% | +20.8% | +4.6% |
| 3M | -22.5% | -42.6% | +20.1% | -3.7% |
| 6M | -46.3% | -59.6% | +13.3% | -24.7% |
| YTD | +9.3% | -32.0% | +41.3% | +28.9% |
| 1Y | -12.2% | -46.9% | +34.8% | +11.9% |
| 3Y | +1,181.6% | +255.7% | +926.0% | +693.2% |
| All | +112.9% | +254.9% | -142.0% | -29.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling