+39.8%
BKNG vs WULF
+796.7%
-756.8%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WULF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -5.8% | +6.3% | +0.8% |
| 7D | -10.7% | -0.6% | -10.1% | -10.7% |
| 30D | -18.1% | -3.6% | -14.5% | -18.1% |
| 3M | +8.5% | -30.4% | +38.9% | +9.7% |
| 6M | -0.1% | +12.5% | -12.5% | -1.9% |
| YTD | -18.2% | +40.5% | -58.7% | -21.3% |
| 1Y | -19.9% | +53.0% | -72.8% | -24.0% |
| All | +39.8% | +796.7% | -756.8% | +14.4% |
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