+771.9%
WULF vs FBTC
+60.2%
+711.7%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FBTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.3% | +3.4% | +3.4% |
| 7D | +1.4% | -3.1% | +4.5% | +4.5% |
| 30D | -2.6% | +22.0% | -24.6% | -20.6% |
| 3M | -34.0% | +21.6% | -55.6% | -46.4% |
| 6M | +10.0% | +9.2% | +0.8% | -0.3% |
| YTD | +45.7% | -11.8% | +57.5% | +62.2% |
| 1Y | +57.3% | -32.7% | +90.0% | +125.9% |
| All | +771.9% | +60.2% | +711.7% | +282.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FBTC.
Daily Out/Under-Performance
Portfolio return minus FBTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FBTC 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 3y: compounded portfolio wealth divided by compounded FBTC 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…
3y analysis · Full analysis span regression · 6 months rolling