+86.1%
WULF vs BMNR
-42.5%
+128.7%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BMNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -5.6% | +7.3% | +4.4% |
| 7D | +7.6% | +4.9% | +2.6% | +4.6% |
| 30D | -8.6% | +35.5% | -44.1% | -21.9% |
| 3M | -37.0% | +39.6% | -76.5% | -47.4% |
| 6M | +7.4% | +18.2% | -10.8% | -3.4% |
| YTD | +43.7% | -8.0% | +51.7% | +41.2% |
| 1Y | +86.1% | -40.8% | +126.9% | +100.7% |
| All | +86.1% | -42.5% | +128.7% | +100.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BMNR.
Daily Out/Under-Performance
Portfolio return minus BMNR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BMNR 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 1y: compounded portfolio wealth divided by compounded BMNR 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…
1y analysis · Full analysis span regression · 6 months rolling