+202.7%
WULF vs APLD
+502.3%
-299.6%
-91.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.2% | +7.4% | +0.8% | +5.6% |
| 7D | +21.9% | +16.6% | +5.4% | +15.7% |
| 30D | +4.6% | -3.1% | +7.7% | +6.2% |
| 3M | -30.9% | -30.9% | -0.1% | -20.5% |
| 6M | +29.9% | +12.6% | +17.3% | +25.1% |
| YTD | +55.4% | +15.5% | +40.0% | +49.6% |
| 1Y | +94.1% | +103.5% | -9.4% | +54.1% |
| 3Y | +892.2% | +446.5% | +445.7% | +410.0% |
| All | +202.7% | +502.3% | -299.6% | -17.7% |
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