+73.1%
BAC vs WULF
-29.7%
+102.8%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WULF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -4.1% | +4.5% | +0.7% |
| 7D | +0.6% | +15.6% | -15.0% | -0.2% |
| 30D | -1.4% | +5.7% | -7.1% | -1.8% |
| 3M | +15.7% | -32.3% | +48.0% | +17.4% |
| 6M | +32.2% | +23.7% | +8.5% | +29.4% |
| YTD | +15.8% | +49.1% | -33.3% | +11.7% |
| 1Y | +27.3% | +66.3% | -39.0% | +21.4% |
| 3Y | +137.5% | +851.7% | -714.2% | +96.2% |
| 5Y | +73.1% | -30.9% | +104.0% | +38.0% |
| All | +73.1% | -29.7% | +102.8% | +38.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling