+1,222.8%
WULF vs AXON
+44.5%
+1,178.3%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | +4.3% | +2.1% | +5.1% |
| 7D | +14.2% | -25.6% | +39.8% | +23.7% |
| 30D | -0.1% | -23.9% | +23.8% | +7.3% |
| 3M | -20.2% | -50.4% | +30.2% | -2.8% |
| 6M | -42.8% | -20.0% | -22.8% | -43.6% |
| YTD | +16.3% | -44.5% | +60.7% | +30.2% |
| 1Y | +8.0% | -44.9% | +52.9% | +21.8% |
| All | +1,222.8% | +44.5% | +1,178.3% | +856.4% |
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