+901.8%
WULF vs AXON
+128.5%
+773.3%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -3.1% | -1.0% | -3.1% |
| 7D | +15.6% | -3.3% | +18.9% | +16.9% |
| 30D | +5.7% | -17.8% | +23.6% | +11.8% |
| 3M | -32.3% | +8.3% | -40.6% | -37.3% |
| 6M | +23.7% | -12.4% | +36.0% | +23.3% |
| YTD | +49.1% | -13.7% | +62.8% | +47.4% |
| 1Y | +66.3% | -33.1% | +99.4% | +82.1% |
| All | +901.8% | +128.5% | +773.3% | +439.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling