-22.1%
WULF vs BBAI
-56.6%
+34.6%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BBAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | +1.2% | -7.8% | -7.3% |
| 7D | -12.8% | +4.1% | -16.9% | -15.3% |
| 30D | -20.9% | -1.9% | -19.0% | -20.3% |
| 3M | -38.0% | -18.7% | -19.3% | -31.3% |
| 6M | -47.5% | -38.6% | -8.9% | -33.1% |
| YTD | +1.8% | -52.6% | +54.4% | +46.3% |
| 1Y | -22.1% | -55.3% | +33.3% | +14.6% |
| All | -22.1% | -56.6% | +34.6% | +14.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BBAI.
Daily Out/Under-Performance
Portfolio return minus BBAI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBAI 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 BBAI 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