+57.3%
WULF vs TECH
+42.2%
+15.2%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.1% | +3.7% | +3.7% |
| 7D | +1.4% | -0.4% | +1.8% | +1.4% |
| 30D | -2.6% | 0.0% | -2.6% | -2.6% |
| 3M | -34.0% | +33.7% | -67.6% | -36.0% |
| 6M | +10.0% | +34.9% | -24.9% | +6.1% |
| YTD | +45.7% | +23.2% | +22.5% | +42.9% |
| 1Y | +57.3% | +36.3% | +21.0% | +63.5% |
| All | +57.3% | +42.2% | +15.2% | +63.5% |
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