+136.4%
BAC vs WULF
+851.7%
-715.2%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WULF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -4.1% | +4.5% | +0.7% |
| 7D | +0.6% | +15.6% | -15.0% | -0.3% |
| 30D | -1.4% | +5.7% | -7.1% | -1.9% |
| 3M | +15.7% | -32.3% | +48.0% | +17.8% |
| 6M | +32.2% | +23.7% | +8.5% | +28.6% |
| YTD | +15.8% | +49.1% | -33.3% | +10.6% |
| 1Y | +27.3% | +66.3% | -39.0% | +19.8% |
| All | +136.4% | +851.7% | -715.2% | +88.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling