-22.1%
WULF vs BAX
+46.0%
-68.1%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | +4.0% | -10.6% | -6.7% |
| 7D | -12.8% | +4.1% | -16.9% | -13.0% |
| 30D | -20.9% | +9.4% | -30.3% | -20.9% |
| 3M | -38.0% | -6.5% | -31.5% | -37.9% |
| 6M | -47.5% | +59.6% | -107.1% | -47.9% |
| YTD | +1.8% | +38.9% | -37.0% | +2.1% |
| 1Y | -22.1% | +48.0% | -70.1% | -21.9% |
| All | -22.1% | +46.0% | -68.1% | -21.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BAX.
Daily Out/Under-Performance
Portfolio return minus BAX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAX 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 BAX 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