+560.2%
WULF vs AXON
+61,949.9%
-61,389.6%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | +4.3% | +2.1% | +6.0% |
| 7D | +14.2% | -25.6% | +39.8% | +17.0% |
| 30D | -0.1% | -23.9% | +23.8% | +2.2% |
| 3M | -20.2% | -50.4% | +30.2% | -15.3% |
| 6M | -42.8% | -20.0% | -22.8% | -42.4% |
| YTD | +16.3% | -44.5% | +60.7% | +20.7% |
| 1Y | +8.0% | -44.9% | +52.9% | +12.3% |
| 3Y | +1,263.3% | +44.7% | +1,218.5% | +1,213.0% |
| 5Y | -53.5% | +86.7% | -140.2% | -56.5% |
| 10Y | +42.6% | +1,060.5% | -1,017.9% | +18.4% |
| All | +560.2% | +61,949.9% | -61,389.6% | +323.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling