+39.2%
WULF vs AXON
+1,027.4%
-988.2%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -2.6% | +0.2% | -1.9% |
| 7D | +29.4% | -19.7% | +49.1% | +33.8% |
| 30D | -1.3% | -25.7% | +24.4% | +3.9% |
| 3M | -24.1% | -48.8% | +24.7% | -14.4% |
| 6M | -42.8% | -22.0% | -20.8% | -42.0% |
| YTD | +13.5% | -45.9% | +59.4% | +22.9% |
| 1Y | +3.2% | -46.1% | +49.2% | +12.0% |
| 3Y | +1,230.6% | +40.9% | +1,189.7% | +1,127.6% |
| 5Y | -54.1% | +80.2% | -134.3% | -61.3% |
| All | +39.2% | +1,027.4% | -988.2% | +24.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling