+25.9%
BAC vs WULF
+54.4%
-28.6%
-17.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | +16.7% |
| 6M | +30.2% | +12.5% | +17.7% | +26.7% |
| YTD | +15.6% | +40.5% | -24.9% | +10.4% |
| All | +25.9% | +54.4% | -28.6% | +20.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling