+82.7%
WULF vs ON
+655.4%
-572.7%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +8.5% | -4.8% | +0.7% |
| 7D | +1.4% | +2.4% | -1.0% | +0.4% |
| 30D | -2.6% | -8.6% | +6.0% | +0.6% |
| 3M | -34.0% | -34.3% | +0.4% | -24.9% |
| 6M | +10.0% | +28.5% | -18.5% | -0.8% |
| YTD | +45.7% | +40.6% | +5.1% | +27.1% |
| 1Y | +57.3% | +55.3% | +2.0% | +31.5% |
| 3Y | +878.9% | -22.2% | +901.1% | +873.5% |
| 5Y | -28.3% | +62.4% | -90.7% | -36.9% |
| All | +82.7% | +655.4% | -572.7% | +51.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ON.
Daily Out/Under-Performance
Portfolio return minus ON return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ON 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 10y: compounded portfolio wealth divided by compounded ON 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…
10y analysis · Full analysis span regression · 6 months rolling