-30.9%
WULF vs TECH
-42.4%
+11.5%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -0.2% | -5.5% | -5.6% |
| 7D | -0.6% | -0.5% | 0.0% | -0.2% |
| 30D | -3.6% | 0.0% | -3.7% | -3.6% |
| 3M | -30.4% | +37.4% | -67.8% | -44.5% |
| 6M | +12.5% | +36.9% | -24.4% | -14.4% |
| YTD | +40.5% | +23.1% | +17.4% | +14.0% |
| 1Y | +53.0% | +42.2% | +10.7% | +7.8% |
| 3Y | +796.7% | +1.9% | +794.7% | +675.5% |
| 5Y | -30.9% | -42.9% | +12.0% | -2.2% |
| All | -30.9% | -42.4% | +11.5% | -2.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling