-16.1%
BA vs WULF
+1,244.3%
-1,260.5%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WULF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.4% | +0.7% | -1.6% |
| 7D | -0.6% | +29.4% | -29.9% | -2.2% |
| 30D | -8.0% | -1.3% | -6.7% | -8.4% |
| 3M | -25.8% | -24.1% | -1.7% | -25.1% |
| 6M | -27.6% | -42.8% | +15.2% | -26.0% |
| YTD | -21.0% | +13.5% | -34.5% | -23.1% |
| 1Y | -12.3% | +3.2% | -15.4% | -14.5% |
| All | -16.1% | +1,244.3% | -1,260.5% | -31.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling