+119.4%
WULF vs BAH
+1,076.0%
-956.6%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.3% | -3.0% | -3.2% |
| 7D | +11.0% | +1.7% | +9.3% | +10.8% |
| 30D | +9.4% | +20.8% | -11.4% | +6.5% |
| 3M | -22.6% | +11.6% | -34.2% | -24.1% |
| 6M | -45.4% | +23.1% | -68.5% | -47.5% |
| YTD | +9.8% | +5.3% | +4.6% | +7.8% |
| 1Y | +8.0% | +6.1% | +1.9% | +5.8% |
| 3Y | +1,149.5% | -27.5% | +1,177.0% | +1,200.8% |
| 5Y | -55.6% | +6.2% | -61.8% | -55.9% |
| 10Y | +34.7% | +202.2% | -167.5% | +20.8% |
| All | +119.4% | +1,076.0% | -956.6% | +72.2% |
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 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