+86.1%
WULF vs BAH
-28.2%
+114.4%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.5% | +3.2% | +1.6% |
| 7D | +7.6% | -3.2% | +10.8% | +7.3% |
| 30D | -8.6% | +2.0% | -10.6% | -8.7% |
| 3M | -37.0% | -7.6% | -29.3% | -35.5% |
| 6M | +7.4% | -5.7% | +13.1% | +8.7% |
| YTD | +43.7% | -11.7% | +55.4% | +49.4% |
| 1Y | +86.1% | -27.4% | +113.5% | +84.2% |
| All | +86.1% | -28.2% | +114.4% | +84.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BAH.
Daily Out/Under-Performance
Portfolio return minus BAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAH 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 1y: compounded portfolio wealth divided by compounded BAH 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…
1y analysis · Full analysis span regression · 6 months rolling