+82.7%
WULF vs BAH
+207.9%
-125.3%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.3% | +3.4% | +3.7% |
| 7D | +1.4% | +4.3% | -2.9% | +0.7% |
| 30D | -2.6% | -2.5% | -0.2% | -2.4% |
| 3M | -34.0% | -0.9% | -33.0% | -34.2% |
| 6M | +10.0% | +1.5% | +8.5% | +8.4% |
| YTD | +45.7% | -8.0% | +53.7% | +46.2% |
| 1Y | +57.3% | -24.7% | +82.1% | +63.8% |
| 3Y | +878.9% | -28.4% | +907.3% | +944.7% |
| 5Y | -28.3% | +2.8% | -31.1% | -27.3% |
| All | +82.7% | +207.9% | -125.3% | +74.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling