+86.1%
WULF vs VRSN
+7.9%
+78.2%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VRSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.4% | +2.2% | +1.4% |
| 7D | +7.6% | +0.1% | +7.5% | +7.5% |
| 30D | -8.6% | -0.2% | -8.5% | -8.4% |
| 3M | -37.0% | -0.3% | -36.7% | -35.1% |
| 6M | +7.4% | +23.0% | -15.6% | +24.4% |
| YTD | +43.7% | +21.3% | +22.3% | +67.2% |
| 1Y | +86.1% | +6.7% | +79.4% | +131.0% |
| All | +86.1% | +7.9% | +78.2% | +131.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VRSN.
Daily Out/Under-Performance
Portfolio return minus VRSN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VRSN 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 VRSN 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