+1,264.4%
BE vs WULF
-28.8%
+1,293.2%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WULF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +3.7% | +3.0% | +5.9% |
| 7D | +9.0% | +1.4% | +7.7% | +8.9% |
| 30D | +16.3% | -2.6% | +18.9% | +16.9% |
| 3M | +10.8% | -34.0% | +44.8% | +20.6% |
| 6M | +73.2% | +10.0% | +63.2% | +71.3% |
| YTD | +217.4% | +45.7% | +171.7% | +199.3% |
| 1Y | +309.8% | +57.3% | +252.5% | +282.1% |
| 3Y | +1,726.2% | +878.9% | +847.2% | +1,006.4% |
| All | +1,264.4% | -28.8% | +1,293.2% | +795.5% |
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