+878.9%
WULF vs SPOT
+237.0%
+641.9%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.8% | +2.9% | +3.4% |
| 7D | +1.4% | -3.1% | +4.5% | +2.5% |
| 30D | -2.6% | +7.4% | -10.0% | -5.9% |
| 3M | -34.0% | +8.2% | -42.1% | -37.2% |
| 6M | +10.0% | +2.2% | +7.8% | +5.5% |
| YTD | +45.7% | -9.5% | +55.2% | +46.5% |
| 1Y | +57.3% | -23.8% | +81.2% | +73.3% |
| 3Y | +878.9% | +233.5% | +645.5% | +277.7% |
| All | +878.9% | +237.0% | +641.9% | +277.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling