+1,272.1%
WULF vs B
+144.4%
+1,127.7%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.7% | -2.6% | -3.2% |
| 7D | +11.0% | -7.3% | +18.3% | +11.6% |
| 30D | +9.4% | -3.3% | +12.7% | +9.6% |
| 3M | -22.6% | -7.8% | -14.9% | -22.1% |
| 6M | -45.4% | -15.5% | -29.9% | -44.8% |
| YTD | +9.8% | -12.3% | +22.1% | +11.1% |
| 1Y | +8.0% | +5.4% | +2.7% | +8.4% |
| 3Y | +1,149.5% | +165.5% | +984.0% | +1,105.6% |
| 5Y | -55.6% | +107.0% | -162.6% | -57.0% |
| 10Y | +34.7% | +210.6% | -175.9% | +29.6% |
| All | +1,272.1% | +144.4% | +1,127.7% | +1,244.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling