-22.1%
WULF vs TECH
+19.5%
-41.5%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | +0.1% | -6.7% | -6.6% |
| 7D | -12.8% | +0.1% | -12.9% | -12.8% |
| 30D | -20.9% | +0.2% | -21.1% | -20.9% |
| 3M | -38.0% | +1.0% | -39.0% | -38.1% |
| 6M | -47.5% | +33.3% | -80.8% | -50.2% |
| YTD | +1.8% | +24.2% | -22.4% | -4.1% |
| 1Y | -22.1% | +19.7% | -41.8% | -25.4% |
| All | -22.1% | +19.5% | -41.5% | -25.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TECH.
Daily Out/Under-Performance
Portfolio return minus TECH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TECH 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 TECH 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