+878.9%
WULF vs SONY
+42.2%
+836.7%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.6% | +2.1% | +3.0% |
| 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% | -39.4% |
| 6M | +10.0% | +11.2% | -1.2% | +1.7% |
| YTD | +45.7% | -6.6% | +52.3% | +48.5% |
| 1Y | +57.3% | -18.1% | +75.5% | +70.9% |
| 3Y | +878.9% | +42.1% | +836.9% | +670.3% |
| All | +878.9% | +42.2% | +836.7% | +670.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling