+76.1%
WULF vs AXON
+1,813.9%
-1,737.8%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -2.3% | -3.5% | -5.3% |
| 7D | -0.6% | -11.0% | +10.5% | +1.7% |
| 30D | -3.6% | -24.7% | +21.1% | +1.4% |
| 3M | -30.4% | +7.0% | -37.4% | -32.8% |
| 6M | +12.5% | -9.6% | +22.1% | +11.4% |
| YTD | +40.5% | -15.7% | +56.2% | +40.5% |
| 1Y | +53.0% | -35.9% | +88.9% | +61.2% |
| 3Y | +796.7% | +123.0% | +673.6% | +665.2% |
| 5Y | -30.9% | +166.3% | -197.2% | -45.7% |
| All | +76.1% | +1,813.9% | -1,737.8% | +41.6% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling