-22.1%
WULF vs SPOT
+0.4%
-22.4%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | +4.6% | -11.2% | -5.7% |
| 7D | -12.8% | +16.6% | -29.4% | -10.0% |
| 30D | -20.9% | +29.9% | -50.8% | -17.2% |
| 3M | -38.0% | +31.3% | -69.3% | -35.6% |
| 6M | -47.5% | +43.2% | -90.7% | -46.7% |
| YTD | +1.8% | +8.1% | -6.3% | +19.6% |
| 1Y | -22.1% | -0.3% | -21.7% | -6.0% |
| All | -22.1% | +0.4% | -22.4% | -6.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SPOT.
Daily Out/Under-Performance
Portfolio return minus SPOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPOT 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 SPOT 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