+1,131.4%
BSX vs WULF
+1,654.8%
-523.3%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WULF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -5.8% | +1.6% | -4.0% |
| 7D | -8.2% | -0.6% | -7.6% | -8.2% |
| 30D | -15.8% | -3.6% | -12.2% | -15.8% |
| 3M | -10.8% | -30.4% | +19.6% | -10.4% |
| 6M | -38.4% | +12.5% | -50.9% | -38.8% |
| YTD | -54.8% | +40.5% | -95.3% | -55.4% |
| 1Y | -59.0% | +53.0% | -112.0% | -59.8% |
| 3Y | -20.0% | +796.7% | -816.7% | -26.2% |
| 5Y | -3.1% | -30.9% | +27.8% | -9.5% |
| 10Y | +83.3% | +76.1% | +7.2% | +63.6% |
| All | +1,131.4% | +1,654.8% | -523.3% | +958.5% |
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 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