+82.7%
WULF vs BAX
-38.1%
+120.8%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -1.6% | +5.3% | +4.2% |
| 7D | +1.4% | -7.9% | +9.3% | +3.7% |
| 30D | -2.6% | -11.7% | +9.0% | +0.7% |
| 3M | -34.0% | +16.2% | -50.2% | -37.6% |
| 6M | +10.0% | +32.0% | -22.0% | -0.3% |
| YTD | +45.7% | +24.7% | +21.0% | +31.9% |
| 1Y | +57.3% | -2.6% | +60.0% | +53.3% |
| 3Y | +878.9% | -35.0% | +913.9% | +979.7% |
| 5Y | -28.3% | -67.6% | +39.2% | -8.5% |
| All | +82.7% | -38.1% | +120.8% | +135.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling