+878.9%
WULF vs BBAI
+64.9%
+814.0%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BBAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.8% | +1.9% | +3.2% |
| 7D | +1.4% | -1.7% | +3.1% | +2.0% |
| 30D | -2.6% | -12.0% | +9.3% | +1.2% |
| 3M | -34.0% | -30.7% | -3.3% | -26.0% |
| 6M | +10.0% | -30.7% | +40.7% | +22.0% |
| YTD | +45.7% | -46.9% | +92.5% | +75.1% |
| 1Y | +57.3% | -41.1% | +98.4% | +78.7% |
| 3Y | +878.9% | +65.9% | +813.1% | +395.2% |
| All | +878.9% | +64.9% | +814.0% | +395.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling