+878.9%
WULF vs SOUN
+172.2%
+706.8%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SOUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.3% | +4.0% | +3.8% |
| 7D | +1.4% | -7.1% | +8.5% | +3.9% |
| 30D | -2.6% | -15.4% | +12.8% | +2.5% |
| 3M | -34.0% | -10.6% | -23.4% | -32.1% |
| 6M | +10.0% | -19.6% | +29.6% | +14.3% |
| YTD | +45.7% | -37.2% | +82.9% | +64.4% |
| 1Y | +57.3% | -57.1% | +114.4% | +98.8% |
| 3Y | +878.9% | +178.2% | +700.7% | +447.8% |
| All | +878.9% | +172.2% | +706.8% | +447.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SOUN.
Daily Out/Under-Performance
Portfolio return minus SOUN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SOUN 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 SOUN 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