+57.3%
WULF vs B
+53.3%
+4.0%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.5% | +3.2% | +3.4% |
| 7D | +1.4% | -2.4% | +3.8% | +2.9% |
| 30D | -2.6% | +6.3% | -9.0% | -6.2% |
| 3M | -34.0% | +12.1% | -46.1% | -39.1% |
| 6M | +10.0% | -3.1% | +13.1% | +10.0% |
| YTD | +45.7% | +2.0% | +43.7% | +46.8% |
| 1Y | +57.3% | +51.7% | +5.7% | +59.1% |
| All | +57.3% | +53.3% | +4.0% | +59.1% |
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