+187.0%
WULF vs BAH
+886.2%
-699.2%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.5% | +3.2% | +1.9% |
| 7D | +7.6% | -3.2% | +10.8% | +8.0% |
| 30D | -8.6% | +2.0% | -10.6% | -9.1% |
| 3M | -37.0% | -7.6% | -29.3% | -36.5% |
| 6M | +7.4% | -5.7% | +13.1% | +7.2% |
| YTD | +43.7% | -11.7% | +55.4% | +44.9% |
| 1Y | +86.1% | -27.4% | +113.5% | +93.1% |
| 3Y | +733.8% | -32.5% | +766.4% | +781.8% |
| 5Y | -33.6% | -3.3% | -30.3% | -32.9% |
| 10Y | +76.1% | +186.0% | -109.9% | +60.2% |
| All | +187.0% | +886.2% | -699.2% | +131.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling