+34.7%
WULF vs B
+216.6%
-181.9%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.7% | -2.6% | -3.1% |
| 7D | +11.0% | -7.3% | +18.3% | +12.9% |
| 30D | +9.4% | -3.3% | +12.7% | +10.2% |
| 3M | -22.6% | -7.8% | -14.9% | -21.0% |
| 6M | -45.4% | -15.5% | -29.9% | -43.3% |
| YTD | +9.8% | -12.3% | +22.1% | +13.9% |
| 1Y | +8.0% | +5.4% | +2.7% | +9.2% |
| 3Y | +1,149.5% | +165.5% | +984.0% | +1,009.3% |
| 5Y | -55.6% | +107.0% | -162.6% | -60.8% |
| All | +34.7% | +216.6% | -181.9% | +25.6% |
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