+82.7%
WULF vs RUN
+42.2%
+40.5%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.8% | +4.5% | +3.9% |
| 7D | +1.4% | -3.7% | +5.1% | +2.3% |
| 30D | -2.6% | -13.0% | +10.4% | +0.3% |
| 3M | -34.0% | -31.8% | -2.2% | -28.9% |
| 6M | +10.0% | -32.2% | +42.2% | +18.3% |
| YTD | +45.7% | -53.5% | +99.2% | +66.9% |
| 1Y | +57.3% | -46.5% | +103.9% | +74.0% |
| 3Y | +878.9% | -37.6% | +916.6% | +759.5% |
| 5Y | -28.3% | -80.9% | +52.5% | -27.9% |
| All | +82.7% | +42.2% | +40.5% | +74.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RUN.
Daily Out/Under-Performance
Portfolio return minus RUN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RUN 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 RUN 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