+86.1%
WULF vs ETHA
-44.4%
+130.5%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.6% | +4.4% | +3.2% |
| 7D | +7.6% | +0.8% | +6.7% | +7.1% |
| 30D | -8.6% | +27.9% | -36.5% | -21.0% |
| 3M | -37.0% | +38.3% | -75.3% | -48.5% |
| 6M | +7.4% | +14.0% | -6.6% | -0.8% |
| YTD | +43.7% | -17.4% | +61.1% | +53.7% |
| 1Y | +86.1% | -42.7% | +128.8% | +107.6% |
| All | +86.1% | -44.4% | +130.5% | +107.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ETHA.
Daily Out/Under-Performance
Portfolio return minus ETHA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETHA 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 ETHA 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