+93.6%
WULF vs BBAI
-71.7%
+165.3%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -3.1% | -1.0% | -3.7% |
| 7D | +15.6% | -4.1% | +19.7% | +16.2% |
| 30D | +5.7% | -12.4% | +18.1% | +7.4% |
| 3M | -32.3% | -29.1% | -3.2% | -29.3% |
| 6M | +23.7% | -32.6% | +56.3% | +29.5% |
| YTD | +49.1% | -47.6% | +96.7% | +61.0% |
| 1Y | +66.3% | -41.0% | +107.4% | +76.3% |
| 3Y | +851.7% | +67.5% | +784.2% | +770.8% |
| 5Y | -30.9% | -71.3% | +40.3% | -23.3% |
| All | +93.6% | -71.7% | +165.3% | +107.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling