-42.8%
WULF vs B
-10.9%
-31.9%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | -1.6% | +8.0% | +7.3% |
| 7D | +14.2% | -2.7% | +16.9% | +15.7% |
| 30D | -0.1% | -4.3% | +4.3% | +3.2% |
| 3M | -20.2% | -2.3% | -17.9% | -18.0% |
| 6M | -42.8% | -16.2% | -26.6% | -34.0% |
| All | -42.8% | -10.9% | -31.9% | -34.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling