-22.1%
WULF vs EBAY
+53.1%
-75.2%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EBAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | +5.5% | -12.1% | -7.2% |
| 7D | -12.8% | +6.0% | -18.9% | -13.6% |
| 30D | -20.9% | +16.8% | -37.7% | -22.7% |
| 3M | -38.0% | +14.5% | -52.6% | -39.0% |
| 6M | -47.5% | +15.1% | -62.6% | -49.3% |
| YTD | +1.8% | +45.0% | -43.2% | -10.3% |
| 1Y | -22.1% | +55.2% | -77.2% | -32.4% |
| All | -22.1% | +53.1% | -75.2% | -32.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EBAY.
Daily Out/Under-Performance
Portfolio return minus EBAY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EBAY 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 EBAY 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