+1,163.5%
BAC vs WULF
+1,841.8%
-678.3%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WULF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +8.2% | -8.6% | -0.7% |
| 7D | +1.2% | +21.9% | -20.8% | +0.5% |
| 30D | -0.7% | +4.6% | -5.3% | -1.0% |
| 3M | +16.9% | -30.9% | +47.9% | +17.9% |
| 6M | +29.6% | +29.9% | -0.3% | +27.7% |
| YTD | +15.3% | +55.4% | -40.2% | +12.5% |
| 1Y | +28.8% | +94.1% | -65.3% | +24.4% |
| 3Y | +136.4% | +892.2% | -755.8% | +109.4% |
| 5Y | +72.9% | -26.7% | +99.7% | +55.1% |
| 10Y | +391.8% | +94.0% | +297.8% | +322.2% |
| All | +1,163.5% | +1,841.8% | -678.3% | +1,010.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling