-24.7%
WULF vs EQIX
+34.9%
-59.6%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EQIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.4% | +2.4% | +2.6% |
| 7D | +1.4% | +0.2% | +1.2% | +1.4% |
| 30D | -2.6% | -2.5% | -0.1% | -0.1% |
| 3M | -34.0% | 0.0% | -33.9% | -33.5% |
| 6M | +10.0% | +7.6% | +2.3% | +5.2% |
| YTD | +45.7% | +37.5% | +8.2% | +15.1% |
| 1Y | +57.3% | +32.9% | +24.4% | +27.1% |
| 3Y | +878.9% | +42.8% | +836.2% | +660.3% |
| All | -24.7% | +34.9% | -59.6% | -43.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling