+76.1%
WULF vs ASX
+974.7%
-898.6%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ASX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -3.3% | -2.5% | -4.2% |
| 7D | -0.6% | +6.5% | -7.0% | -3.5% |
| 30D | -3.6% | +3.1% | -6.8% | -4.7% |
| 3M | -30.4% | +17.4% | -47.8% | -35.5% |
| 6M | +12.5% | +85.4% | -73.0% | -14.9% |
| YTD | +40.5% | +150.1% | -109.6% | -6.2% |
| 1Y | +53.0% | +256.3% | -203.3% | -12.2% |
| 3Y | +796.7% | +446.9% | +349.8% | +347.0% |
| 5Y | -30.9% | +447.1% | -478.0% | -67.8% |
| All | +76.1% | +974.7% | -898.6% | -22.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ASX.
Daily Out/Under-Performance
Portfolio return minus ASX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ASX 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 ASX 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