-21.2%
BSX vs WULF
+830.0%
-851.2%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WULF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.7% | -4.0% | -0.4% |
| 7D | -10.1% | +1.4% | -11.5% | -10.1% |
| 30D | -16.4% | -2.6% | -13.8% | -16.4% |
| 3M | -8.9% | -34.0% | +25.1% | -8.2% |
| 6M | -38.3% | +10.0% | -48.3% | -38.8% |
| YTD | -54.9% | +45.7% | -100.6% | -55.7% |
| 1Y | -58.8% | +57.3% | -116.1% | -59.8% |
| 3Y | -21.2% | +878.9% | -900.2% | -27.9% |
| All | -21.2% | +830.0% | -851.2% | -27.9% |
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