+192.4%
WULF vs ETHA
-30.2%
+222.6%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -0.1% | -5.7% | -5.7% |
| 7D | -0.6% | -2.4% | +1.9% | +1.0% |
| 30D | -3.6% | +30.9% | -34.5% | -19.3% |
| 3M | -30.4% | +51.1% | -81.5% | -47.7% |
| 6M | +12.5% | +20.5% | -8.0% | -1.9% |
| YTD | +40.5% | -17.3% | +57.7% | +53.9% |
| 1Y | +53.0% | -43.2% | +96.2% | +104.0% |
| All | +192.4% | -30.2% | +222.6% | +175.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling