+76.1%
WULF vs B
+209.1%
-133.0%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -2.5% | -3.2% | -5.2% |
| 7D | -0.6% | -5.0% | +4.5% | +0.6% |
| 30D | -3.6% | +8.7% | -12.4% | -5.3% |
| 3M | -30.4% | +17.3% | -47.7% | -32.8% |
| 6M | +12.5% | -5.0% | +17.5% | +13.2% |
| YTD | +40.5% | +1.4% | +39.0% | +40.7% |
| 1Y | +53.0% | +50.5% | +2.5% | +44.7% |
| 3Y | +796.7% | +194.4% | +602.3% | +673.4% |
| 5Y | -30.9% | +156.7% | -187.6% | -40.5% |
| All | +76.1% | +209.1% | -133.0% | +61.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling