+878.9%
WULF vs ROKU
+83.2%
+795.8%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.5% | +3.2% | +3.4% |
| 7D | +1.4% | -0.4% | +1.8% | +1.6% |
| 30D | -2.6% | +2.1% | -4.7% | -3.7% |
| 3M | -34.0% | +29.5% | -63.5% | -44.0% |
| 6M | +10.0% | +53.8% | -43.8% | -14.9% |
| YTD | +45.7% | +42.8% | +2.9% | +16.8% |
| 1Y | +57.3% | +60.7% | -3.4% | +16.5% |
| 3Y | +878.9% | +83.9% | +795.1% | +711.4% |
| All | +878.9% | +83.2% | +795.8% | +711.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling