+1,196.0%
BA vs WULF
+1,352.5%
-156.5%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WULF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +6.4% | -5.7% | +0.4% |
| 7D | -1.4% | +14.2% | -15.6% | -2.0% |
| 30D | -7.9% | -0.1% | -7.8% | -8.2% |
| 3M | -25.2% | -20.2% | -4.9% | -24.8% |
| 6M | -26.7% | -42.8% | +16.1% | -25.7% |
| YTD | -19.6% | +16.3% | -35.9% | -21.1% |
| 1Y | -10.6% | +8.0% | -18.6% | -12.3% |
| 3Y | -11.2% | +1,263.3% | -1,274.5% | -24.9% |
| 5Y | -20.4% | -53.5% | +33.1% | -29.6% |
| 10Y | +26.8% | +42.6% | -15.8% | +4.3% |
| All | +1,196.0% | +1,352.5% | -156.5% | +879.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling