+86.1%
WULF vs BBIO
+44.0%
+42.1%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BBIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.8% | +2.5% | +2.0% |
| 7D | +7.6% | -2.3% | +9.9% | +8.4% |
| 30D | -8.6% | -8.7% | +0.1% | -5.8% |
| 3M | -37.0% | +11.2% | -48.1% | -40.7% |
| 6M | +7.4% | +12.5% | -5.1% | -0.2% |
| YTD | +43.7% | -2.2% | +45.8% | +38.6% |
| 1Y | +86.1% | +44.4% | +41.7% | +82.4% |
| All | +86.1% | +44.0% | +42.1% | +82.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BBIO.
Daily Out/Under-Performance
Portfolio return minus BBIO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBIO 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 BBIO 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