-20.4%
BA vs WULF
-53.4%
+32.9%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WULF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +6.4% | -5.7% | +0.3% |
| 7D | -1.4% | +14.2% | -15.6% | -2.2% |
| 30D | -7.9% | -0.1% | -7.8% | -8.3% |
| 3M | -25.2% | -20.2% | -4.9% | -24.7% |
| 6M | -26.7% | -42.8% | +16.1% | -25.3% |
| YTD | -19.6% | +16.3% | -35.9% | -21.7% |
| 1Y | -10.6% | +8.0% | -18.6% | -12.9% |
| 3Y | -11.2% | +1,263.3% | -1,274.5% | -30.0% |
| 5Y | -20.4% | -53.5% | +33.1% | -39.1% |
| All | -20.4% | -53.4% | +32.9% | -39.1% |
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