-22.1%
WULF vs EQIX
+29.1%
-51.1%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EQIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | +3.9% | -10.5% | -11.2% |
| 7D | -12.8% | +4.6% | -17.4% | -17.5% |
| 30D | -20.9% | +3.0% | -23.9% | -23.2% |
| 3M | -38.0% | +0.7% | -38.8% | -37.7% |
| 6M | -47.5% | -1.7% | -45.8% | -46.0% |
| YTD | +1.8% | +39.7% | -37.9% | -19.8% |
| 1Y | -22.1% | +29.7% | -51.8% | -24.6% |
| All | -22.1% | +29.1% | -51.1% | -24.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EQIX.
Daily Out/Under-Performance
Portfolio return minus EQIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EQIX 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 EQIX 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