-22.1%
WULF vs B
+27.8%
-49.8%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | +8.3% | -14.9% | -12.7% |
| 7D | -12.8% | +1.1% | -13.9% | -14.1% |
| 30D | -20.9% | +0.3% | -21.2% | -21.0% |
| 3M | -38.0% | +5.4% | -43.5% | -41.1% |
| 6M | -47.5% | +5.5% | -53.0% | -51.3% |
| YTD | +1.8% | -6.3% | +8.2% | +5.1% |
| 1Y | -22.1% | +29.4% | -51.4% | -42.3% |
| All | -22.1% | +27.8% | -49.8% | -42.3% |
Cumulative growth
Daily Returns
Daily percentage return beside B.
Daily Out/Under-Performance
Portfolio return minus B return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × B 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 1y: compounded portfolio wealth divided by compounded B 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…
1y analysis · Full analysis span regression · 6 months rolling