-23.8%
WULF vs TTWO
-17.7%
-6.2%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TTWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | +7.1% | -13.8% | -8.6% |
| 7D | -12.8% | +7.0% | -19.8% | -14.6% |
| 30D | -20.9% | +2.7% | -23.6% | -21.6% |
| 3M | -38.0% | -13.0% | -25.0% | -35.1% |
| 6M | -47.5% | -7.2% | -40.3% | -47.6% |
| YTD | +1.8% | -18.4% | +20.2% | +6.3% |
| All | -23.8% | -17.7% | -6.2% | -20.7% |
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