+901.8%
WULF vs ASX
+471.1%
+430.7%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ASX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +3.5% | -7.6% | -6.8% |
| 7D | +15.6% | +11.1% | +4.5% | +6.6% |
| 30D | +5.7% | +9.6% | -3.9% | -1.0% |
| 3M | -32.3% | +18.6% | -50.9% | -41.9% |
| 6M | +23.7% | +92.1% | -68.4% | -28.1% |
| YTD | +49.1% | +158.5% | -109.4% | -31.1% |
| 1Y | +66.3% | +271.9% | -205.6% | -42.7% |
| All | +901.8% | +471.1% | +430.7% | +112.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling