+843.9%
WULF vs BAH
-28.1%
+872.0%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +4.8% | -10.6% | -6.8% |
| 7D | -0.6% | +2.4% | -3.0% | -1.1% |
| 30D | -3.6% | -2.9% | -0.7% | -3.2% |
| 3M | -30.4% | -1.3% | -29.1% | -30.3% |
| 6M | +12.5% | -0.9% | +13.4% | +11.2% |
| YTD | +40.5% | -8.2% | +48.7% | +41.9% |
| 1Y | +53.0% | -24.0% | +77.0% | +64.9% |
| All | +843.9% | -28.1% | +872.0% | +907.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling