+1,841.8%
WULF vs TECH
+12,242.8%
-10,401.1%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.2% | -0.2% | +8.3% | +8.2% |
| 7D | +21.9% | +0.2% | +21.7% | +21.9% |
| 30D | +4.6% | +0.1% | +4.4% | +4.6% |
| 3M | -30.9% | +37.5% | -68.4% | -33.8% |
| 6M | +29.9% | +34.6% | -4.7% | +24.1% |
| YTD | +55.4% | +23.5% | +32.0% | +50.0% |
| 1Y | +94.1% | +34.4% | +59.7% | +85.0% |
| 3Y | +892.2% | +2.3% | +890.0% | +876.2% |
| 5Y | -26.7% | -41.7% | +15.0% | -25.4% |
| 10Y | +94.0% | +177.6% | -83.7% | +90.5% |
| All | +1,841.8% | +12,242.8% | -10,401.1% | +2,042.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling