+86.1%
WULF vs TTWO
-10.0%
+96.1%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TTWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.3% | +1.5% | +1.6% |
| 7D | +7.6% | -8.8% | +16.4% | +11.3% |
| 30D | -8.6% | -8.6% | 0.0% | -6.0% |
| 3M | -37.0% | -0.9% | -36.1% | -38.2% |
| 6M | +7.4% | -0.5% | +7.9% | +3.8% |
| YTD | +43.7% | -16.1% | +59.8% | +48.7% |
| 1Y | +86.1% | -10.8% | +96.9% | +94.7% |
| All | +86.1% | -10.0% | +96.1% | +94.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TTWO.
Daily Out/Under-Performance
Portfolio return minus TTWO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TTWO 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 TTWO 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