+413.8%
WULF vs BB
+261.2%
+152.6%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.5% | -2.6% | -4.0% |
| 7D | +15.6% | +1.8% | +13.7% | +15.5% |
| 30D | +5.7% | -12.2% | +18.0% | +6.6% |
| 3M | -32.3% | -12.3% | -20.0% | -31.8% |
| 6M | +23.7% | +122.7% | -99.0% | +17.6% |
| YTD | +49.1% | +104.5% | -55.4% | +42.6% |
| 1Y | +66.3% | +106.7% | -40.4% | +58.8% |
| 3Y | +851.7% | +70.0% | +781.7% | +809.8% |
| 5Y | -30.9% | -27.8% | -3.2% | -33.5% |
| 10Y | +86.9% | +2.4% | +84.5% | +76.6% |
| All | +413.8% | +261.2% | +152.6% | +440.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling