+843.9%
WULF vs BB
+62.2%
+781.7%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -2.7% | -3.1% | -4.7% |
| 7D | -0.6% | -2.1% | +1.5% | +0.4% |
| 30D | -3.6% | -16.0% | +12.4% | +3.3% |
| 3M | -30.4% | -14.5% | -15.9% | -27.1% |
| 6M | +12.5% | +118.6% | -106.1% | -23.2% |
| YTD | +40.5% | +98.9% | -58.5% | +0.2% |
| 1Y | +53.0% | +99.5% | -46.5% | +6.9% |
| All | +843.9% | +62.2% | +781.7% | +585.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling