+86.1%
WULF vs SONY
-10.8%
+97.0%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.6% | +3.3% | +2.2% |
| 7D | +7.6% | -1.2% | +8.7% | +7.9% |
| 30D | -8.6% | +9.4% | -18.1% | -11.3% |
| 3M | -37.0% | +10.5% | -47.4% | -39.0% |
| 6M | +7.4% | +11.7% | -4.3% | +1.7% |
| YTD | +43.7% | -4.1% | +47.8% | +41.6% |
| 1Y | +86.1% | -11.8% | +97.9% | +95.1% |
| All | +86.1% | -10.8% | +97.0% | +95.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SONY.
Daily Out/Under-Performance
Portfolio return minus SONY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SONY 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 SONY 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