+86.1%
WULF vs ROKU
+57.7%
+28.4%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.7% | +3.4% | +2.4% |
| 7D | +7.6% | -1.3% | +8.9% | +8.2% |
| 30D | -8.6% | +5.9% | -14.5% | -10.8% |
| 3M | -37.0% | +23.9% | -60.8% | -43.1% |
| 6M | +7.4% | +59.6% | -52.1% | -14.3% |
| YTD | +43.7% | +43.4% | +0.3% | +16.0% |
| 1Y | +86.1% | +60.2% | +26.0% | +53.0% |
| All | +86.1% | +57.7% | +28.4% | +53.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ROKU.
Daily Out/Under-Performance
Portfolio return minus ROKU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROKU 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 ROKU 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