-22.1%
WULF vs BB
+88.0%
-110.0%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | +7.0% | -13.6% | -9.4% |
| 7D | -12.8% | -6.8% | -6.0% | -10.3% |
| 30D | -20.9% | -3.5% | -17.4% | -19.6% |
| 3M | -38.0% | -1.2% | -36.8% | -37.8% |
| 6M | -47.5% | +57.0% | -104.5% | -54.4% |
| YTD | +1.8% | +131.1% | -129.3% | -27.9% |
| 1Y | -22.1% | +87.6% | -109.6% | -39.5% |
| All | -22.1% | +88.0% | -110.0% | -39.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BB.
Daily Out/Under-Performance
Portfolio return minus BB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BB 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 BB 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