+86.1%
WULF vs AXON
-28.9%
+115.1%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -4.2% | +5.9% | +2.3% |
| 7D | +7.6% | -14.2% | +21.7% | +9.5% |
| 30D | -8.6% | -15.4% | +6.8% | -7.1% |
| 3M | -37.0% | +0.5% | -37.4% | -38.4% |
| 6M | +7.4% | -9.5% | +16.9% | +12.0% |
| YTD | +43.7% | -9.2% | +52.9% | +42.0% |
| 1Y | +86.1% | -29.4% | +115.5% | +87.1% |
| All | +86.1% | -28.9% | +115.1% | +87.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AXON.
Daily Out/Under-Performance
Portfolio return minus AXON return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AXON 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 1y: compounded portfolio wealth divided by compounded AXON 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…
1y analysis · Full analysis span regression · 6 months rolling