+91.7%
BKNG vs WULF
-31.3%
+123.0%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +9.8% |
| 6M | -0.1% | +12.5% | -12.5% | -2.0% |
| YTD | -18.2% | +40.5% | -58.7% | -21.4% |
| 1Y | -19.9% | +53.0% | -72.8% | -24.0% |
| 3Y | +41.6% | +796.7% | -755.1% | +11.0% |
| All | +91.7% | -31.3% | +123.0% | +39.4% |
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 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