-24.7%
WULF vs BAX
-68.1%
+43.3%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -1.6% | +5.3% | +4.3% |
| 7D | +1.4% | -7.9% | +9.3% | +4.2% |
| 30D | -2.6% | -11.7% | +9.0% | +1.3% |
| 3M | -34.0% | +16.2% | -50.2% | -38.4% |
| 6M | +10.0% | +32.0% | -22.0% | -2.6% |
| YTD | +45.7% | +24.7% | +21.0% | +28.4% |
| 1Y | +57.3% | -2.6% | +60.0% | +52.9% |
| 3Y | +878.9% | -35.0% | +913.9% | +1,032.0% |
| All | -24.7% | -68.1% | +43.3% | -6.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling