+1,762.4%
WULF vs TECH
+12,232.6%
-10,470.2%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-09.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.1% | -4.0% | -4.1% |
| 7D | +15.6% | -0.1% | +15.7% | +15.6% |
| 30D | +5.7% | +0.3% | +5.4% | +5.7% |
| 3M | -32.3% | +32.9% | -65.2% | -34.8% |
| 6M | +23.7% | +32.1% | -8.4% | +18.4% |
| YTD | +49.1% | +23.4% | +25.7% | +43.9% |
| 1Y | +66.3% | +34.1% | +32.3% | +58.5% |
| 3Y | +851.7% | +2.2% | +849.5% | +836.4% |
| 5Y | -30.9% | -41.8% | +10.9% | -29.7% |
| 10Y | +86.9% | +188.9% | -102.0% | +83.5% |
| All | +1,762.4% | +12,232.6% | -10,470.2% | +1,955.3% |
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 1990-01-01 to 2026-09-09: 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…
1990-01-01 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling