+391.9%
BAC vs WULF
+76.1%
+315.8%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WULF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -5.8% | +5.6% | +0.1% |
| 7D | -0.3% | -0.6% | +0.3% | -0.3% |
| 30D | -1.8% | -3.6% | +1.9% | -1.7% |
| 3M | +15.3% | -30.4% | +45.7% | +16.6% |
| 6M | +30.2% | +12.5% | +17.7% | +28.3% |
| YTD | +15.6% | +40.5% | -24.9% | +12.3% |
| 1Y | +27.5% | +53.0% | -25.5% | +22.8% |
| 3Y | +137.0% | +796.7% | -659.6% | +101.3% |
| 5Y | +75.6% | -30.9% | +106.5% | +50.9% |
| All | +391.9% | +76.1% | +315.8% | +302.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling