+792.2%
WULF vs FBTC
+62.0%
+730.1%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FBTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.3% | -3.8% | -3.8% |
| 7D | +15.6% | +1.1% | +14.5% | +14.3% |
| 30D | +5.7% | +22.3% | -16.5% | -14.0% |
| 3M | -32.3% | +26.0% | -58.3% | -46.9% |
| 6M | +23.7% | +13.2% | +10.5% | +8.3% |
| YTD | +49.1% | -10.7% | +59.8% | +64.0% |
| 1Y | +66.3% | -30.0% | +96.3% | +129.3% |
| All | +792.2% | +62.0% | +730.1% | +286.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling