+878.9%
WULF vs TTWO
+50.8%
+828.2%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TTWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.7% | +4.4% | +4.2% |
| 7D | +1.4% | +0.4% | +1.0% | +1.0% |
| 30D | -2.6% | -11.3% | +8.7% | +4.9% |
| 3M | -34.0% | +1.6% | -35.6% | -36.5% |
| 6M | +10.0% | +2.1% | +7.9% | +3.5% |
| YTD | +45.7% | -15.8% | +61.5% | +59.1% |
| 1Y | +57.3% | -12.6% | +69.9% | +66.0% |
| 3Y | +878.9% | +48.2% | +830.7% | +514.6% |
| All | +878.9% | +50.8% | +828.2% | +514.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling