+82.7%
WULF vs SONY
+293.1%
-210.4%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.6% | +2.1% | +2.9% |
| 7D | +1.4% | -2.7% | +4.1% | +2.5% |
| 30D | -2.6% | +1.5% | -4.1% | -3.7% |
| 3M | -34.0% | +13.0% | -47.0% | -39.2% |
| 6M | +10.0% | +11.2% | -1.2% | +2.3% |
| YTD | +45.7% | -6.6% | +52.3% | +48.2% |
| 1Y | +57.3% | -18.1% | +75.5% | +69.7% |
| 3Y | +878.9% | +42.1% | +836.9% | +694.3% |
| 5Y | -28.3% | +11.0% | -39.4% | -37.3% |
| All | +82.7% | +293.1% | -210.4% | +38.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling