+57.3%
WULF vs ETHA
-42.6%
+99.9%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +3.2% | +0.5% | +1.9% |
| 7D | +1.4% | +3.5% | -2.1% | -0.5% |
| 30D | -2.6% | +35.3% | -37.9% | -18.4% |
| 3M | -34.0% | +50.9% | -84.8% | -48.9% |
| 6M | +10.0% | +22.1% | -12.1% | -2.5% |
| YTD | +45.7% | -14.6% | +60.3% | +52.8% |
| 1Y | +57.3% | -42.8% | +100.1% | +73.2% |
| All | +57.3% | -42.6% | +99.9% | +73.2% |
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