+81.5%
WULF vs CLSK
-60.8%
+142.3%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +6.8% | -3.1% | +3.0% |
| 7D | +1.4% | +7.7% | -6.3% | +0.6% |
| 30D | -2.6% | +12.2% | -14.9% | -3.6% |
| 3M | -34.0% | -15.5% | -18.5% | -32.4% |
| 6M | +10.0% | +39.3% | -29.4% | +7.2% |
| YTD | +45.7% | +35.1% | +10.6% | +43.1% |
| 1Y | +57.3% | +34.0% | +23.3% | +54.8% |
| 3Y | +878.9% | +226.3% | +652.7% | +871.1% |
| 5Y | -28.3% | +6.4% | -34.7% | -27.8% |
| All | +81.5% | -60.8% | +142.3% | +80.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling