-30.9%
WULF vs AXON
+167.8%
-198.7%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -3.1% | -1.0% | -2.9% |
| 7D | +15.6% | -3.3% | +18.9% | +17.1% |
| 30D | +5.7% | -17.8% | +23.6% | +12.8% |
| 3M | -32.3% | +8.3% | -40.6% | -37.6% |
| 6M | +23.7% | -12.4% | +36.0% | +22.0% |
| YTD | +49.1% | -13.7% | +62.8% | +46.3% |
| 1Y | +66.3% | -33.1% | +99.4% | +81.7% |
| 3Y | +851.7% | +128.2% | +723.5% | +441.4% |
| 5Y | -30.9% | +170.5% | -201.4% | -68.4% |
| All | -30.9% | +167.8% | -198.7% | -68.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling