+74.6%
BA vs WULF
+96.0%
-21.5%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WULF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -4.1% | +2.0% | -1.8% |
| 7D | -1.2% | +15.6% | -16.8% | -2.0% |
| 30D | -11.3% | +5.7% | -17.1% | -11.7% |
| 3M | -3.8% | -32.3% | +28.5% | -2.2% |
| 6M | -8.3% | +23.7% | -31.9% | -10.0% |
| YTD | -4.9% | +49.1% | -54.0% | -8.1% |
| 1Y | -10.1% | +66.3% | -76.4% | -14.2% |
| 3Y | -2.3% | +851.7% | -854.0% | -20.8% |
| 5Y | -3.5% | -30.9% | +27.4% | -19.6% |
| 10Y | +74.6% | +86.9% | -12.4% | +28.2% |
| All | +74.6% | +96.0% | -21.5% | +28.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WULF.
Daily Out/Under-Performance
Portfolio return minus WULF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WULF 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 10y: compounded portfolio wealth divided by compounded WULF 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…
10y analysis · Full analysis span regression · 6 months rolling