-2.6%
BA vs WULF
-35.5%
+32.9%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WULF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -5.8% | +5.0% | -0.4% |
| 7D | -2.7% | -0.6% | -2.2% | -2.7% |
| 30D | -12.2% | -3.6% | -8.6% | -12.2% |
| 3M | -2.0% | -30.4% | +28.4% | -0.5% |
| 6M | -6.0% | +12.5% | -18.4% | -7.3% |
| YTD | -5.7% | +40.5% | -46.1% | -8.7% |
| 1Y | -10.0% | +53.0% | -63.0% | -13.9% |
| 3Y | -3.1% | +796.7% | -799.7% | -21.8% |
| 5Y | -2.6% | -30.9% | +28.3% | -26.0% |
| All | -2.6% | -35.5% | +32.9% | -26.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling