+142.2%
WULF vs SPOT
+218.6%
-76.5%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.2% | -2.5% | +10.7% | +9.0% |
| 7D | +21.9% | -2.9% | +24.8% | +22.9% |
| 30D | +4.6% | +8.3% | -3.7% | +1.0% |
| 3M | -30.9% | +5.1% | -36.0% | -33.3% |
| 6M | +29.9% | -6.5% | +36.4% | +29.0% |
| YTD | +55.4% | -9.0% | +64.4% | +53.9% |
| 1Y | +94.1% | -26.4% | +120.5% | +107.1% |
| 3Y | +892.2% | +240.0% | +652.2% | +521.5% |
| 5Y | -26.7% | +111.7% | -138.5% | -56.4% |
| All | +142.2% | +218.6% | -76.5% | +32.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling