+392.9%
BAC vs WULF
+82.7%
+310.2%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-11 to 2026-09-11.
| Period | Portfolio | WULF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.7% | -3.5% | 0.0% |
| 7D | 0.0% | +1.4% | -1.4% | -0.1% |
| 30D | -2.8% | -2.6% | -0.2% | -2.8% |
| 3M | +14.2% | -34.0% | +48.2% | +15.8% |
| 6M | +30.5% | +10.0% | +20.6% | +28.8% |
| YTD | +15.8% | +45.7% | -29.9% | +12.4% |
| 1Y | +26.2% | +57.3% | -31.2% | +21.4% |
| 3Y | +136.5% | +878.9% | -742.4% | +100.2% |
| 5Y | +75.9% | -28.3% | +104.3% | +51.0% |
| All | +392.9% | +82.7% | +310.2% | +302.3% |
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 2016-09-11 to 2026-09-11: 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…
2016-09-11 to 2026-09-11 analysis · Full analysis span regression · 6 months rolling