+878.9%
WULF vs CLSK
+211.4%
+667.6%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +6.8% | -3.1% | -1.6% |
| 7D | +1.4% | +7.7% | -6.3% | -4.2% |
| 30D | -2.6% | +12.2% | -14.9% | -11.0% |
| 3M | -34.0% | -15.5% | -18.5% | -26.2% |
| 6M | +10.0% | +39.3% | -29.4% | -17.3% |
| YTD | +45.7% | +35.1% | +10.6% | +9.8% |
| 1Y | +57.3% | +34.0% | +23.3% | +7.0% |
| 3Y | +878.9% | +226.3% | +652.7% | +170.8% |
| All | +878.9% | +211.4% | +667.6% | +170.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CLSK.
Daily Out/Under-Performance
Portfolio return minus CLSK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLSK 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 CLSK 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