+81.5%
WULF vs OSCR
-6.1%
+87.5%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | +3.2% | -10.8% | -8.3% |
| 7D | -6.3% | +4.8% | -11.1% | -7.4% |
| 30D | -11.0% | +3.2% | -14.2% | -11.8% |
| 3M | -40.6% | +19.6% | -60.3% | -43.5% |
| 6M | +5.5% | +155.6% | -150.1% | -17.0% |
| YTD | +34.6% | +135.3% | -100.6% | +7.7% |
| 1Y | +43.8% | +74.9% | -31.1% | +20.3% |
| 3Y | +794.2% | +441.8% | +352.4% | +382.4% |
| 5Y | -32.1% | +90.3% | -122.4% | -67.3% |
| All | +81.5% | -6.1% | +87.5% | -16.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling