+1,352.5%
WULF vs B
+153.9%
+1,198.6%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | -1.6% | +8.0% | +6.5% |
| 7D | +14.2% | -2.7% | +16.9% | +14.4% |
| 30D | -0.1% | -4.3% | +4.3% | +0.3% |
| 3M | -20.2% | -2.3% | -17.9% | -20.0% |
| 6M | -42.8% | -16.2% | -26.6% | -42.2% |
| YTD | +16.3% | -8.8% | +25.1% | +17.3% |
| 1Y | +8.0% | +11.4% | -3.4% | +8.0% |
| 3Y | +1,263.3% | +174.3% | +1,089.0% | +1,212.0% |
| 5Y | -53.5% | +116.2% | -169.7% | -55.1% |
| 10Y | +42.6% | +222.7% | -180.1% | +36.8% |
| All | +1,352.5% | +153.9% | +1,198.6% | +1,319.0% |
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 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