+1,695.0%
WULF vs B
+190.9%
+1,504.0%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.2% | +3.9% | +1.9% |
| 7D | +7.6% | -1.6% | +9.2% | +7.7% |
| 30D | -8.6% | +9.4% | -18.1% | -9.2% |
| 3M | -37.0% | +5.0% | -41.9% | -37.2% |
| 6M | +7.4% | -3.5% | +11.0% | +7.6% |
| YTD | +43.7% | +4.5% | +39.2% | +43.6% |
| 1Y | +86.1% | +67.8% | +18.4% | +82.1% |
| 3Y | +733.8% | +196.7% | +537.1% | +696.1% |
| 5Y | -33.6% | +151.9% | -185.5% | -36.5% |
| 10Y | +76.1% | +202.2% | -126.1% | +67.8% |
| All | +1,695.0% | +190.9% | +1,504.0% | +1,636.6% |
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