+86.1%
WULF vs OSCR
+75.7%
+10.4%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | 0.0% | +1.7% | +1.7% |
| 7D | +7.6% | +5.8% | +1.7% | +6.4% |
| 30D | -8.6% | +7.1% | -15.7% | -10.2% |
| 3M | -37.0% | +36.7% | -73.6% | -41.1% |
| 6M | +7.4% | +114.3% | -106.9% | -13.5% |
| YTD | +43.7% | +124.4% | -80.7% | +13.9% |
| 1Y | +86.1% | +75.5% | +10.7% | +44.3% |
| All | +86.1% | +75.7% | +10.4% | +44.3% |
Cumulative growth
Daily Returns
Daily percentage return beside OSCR.
Daily Out/Under-Performance
Portfolio return minus OSCR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OSCR 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 OSCR 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