+944.4%
WULF vs B
+195.1%
+749.3%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.2% | -1.5% | +9.6% | +8.9% |
| 7D | +21.9% | +2.3% | +19.6% | +20.5% |
| 30D | +4.6% | +1.4% | +3.2% | +3.8% |
| 3M | -30.9% | +12.2% | -43.1% | -35.2% |
| 6M | +29.9% | -2.1% | +32.0% | +29.5% |
| YTD | +55.4% | +2.9% | +52.5% | +53.9% |
| 1Y | +94.1% | +55.3% | +38.8% | +64.1% |
| All | +944.4% | +195.1% | +749.3% | +540.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling