-24.7%
WULF vs BB
-26.5%
+1.7%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.7% | +2.0% | +2.9% |
| 7D | +1.4% | -0.4% | +1.8% | +1.7% |
| 30D | -2.6% | -12.5% | +9.9% | +3.5% |
| 3M | -34.0% | -17.4% | -16.5% | -29.5% |
| 6M | +10.0% | +119.1% | -109.2% | -29.4% |
| YTD | +45.7% | +102.4% | -56.7% | -2.4% |
| 1Y | +57.3% | +98.2% | -40.9% | +4.2% |
| 3Y | +878.9% | +46.9% | +832.0% | +594.0% |
| All | -24.7% | -26.5% | +1.7% | -33.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling