+878.9%
WULF vs TECH
+1.2%
+877.7%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.1% | +3.7% | +3.7% |
| 7D | +1.4% | -0.4% | +1.8% | +1.6% |
| 30D | -2.6% | 0.0% | -2.6% | -2.6% |
| 3M | -34.0% | +33.7% | -67.6% | -42.9% |
| 6M | +10.0% | +34.9% | -24.9% | -8.3% |
| YTD | +45.7% | +23.2% | +22.5% | +26.8% |
| 1Y | +57.3% | +36.3% | +21.0% | +26.3% |
| 3Y | +878.9% | +2.3% | +876.7% | +993.8% |
| All | +878.9% | +1.2% | +877.7% | +993.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling