+86.1%
WULF vs CELH
-50.1%
+136.3%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CELH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -3.0% | +4.7% | +2.3% |
| 7D | +7.6% | -7.0% | +14.6% | +9.1% |
| 30D | -8.6% | +5.2% | -13.8% | -10.1% |
| 3M | -37.0% | +10.5% | -47.4% | -39.7% |
| 6M | +7.4% | -32.7% | +40.1% | +23.3% |
| YTD | +43.7% | -33.0% | +76.7% | +64.4% |
| 1Y | +86.1% | -49.5% | +135.7% | +130.3% |
| All | +86.1% | -50.1% | +136.3% | +130.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CELH.
Daily Out/Under-Performance
Portfolio return minus CELH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CELH 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 CELH 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