-30.9%
WULF vs B
+154.7%
-185.6%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +1.1% | -5.2% | -4.6% |
| 7D | +15.6% | +1.0% | +14.5% | +15.0% |
| 30D | +5.7% | +9.5% | -3.8% | +1.0% |
| 3M | -32.3% | +14.3% | -46.6% | -37.1% |
| 6M | +23.7% | -1.9% | +25.6% | +23.4% |
| YTD | +49.1% | +4.1% | +45.0% | +46.3% |
| 1Y | +66.3% | +56.1% | +10.2% | +35.8% |
| 3Y | +851.7% | +202.0% | +649.7% | +449.7% |
| 5Y | -30.9% | +158.8% | -189.7% | -59.7% |
| All | -30.9% | +154.7% | -185.6% | -59.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling