+843.9%
WULF vs BAX
-34.3%
+878.2%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -0.9% | -4.9% | -5.6% |
| 7D | -0.6% | -5.4% | +4.9% | +0.7% |
| 30D | -3.6% | -12.4% | +8.7% | -0.8% |
| 3M | -30.4% | +19.1% | -49.5% | -34.0% |
| 6M | +12.5% | +38.6% | -26.1% | +1.9% |
| YTD | +40.5% | +26.7% | +13.8% | +27.4% |
| 1Y | +53.0% | +1.0% | +52.0% | +49.4% |
| All | +843.9% | -34.3% | +878.2% | +987.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling