+166.8%
WULF vs BBIO
+136.7%
+30.1%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.1% | +3.8% | +3.7% |
| 7D | +1.4% | -3.2% | +4.6% | +2.0% |
| 30D | -2.6% | -13.6% | +11.0% | -0.1% |
| 3M | -34.0% | +7.2% | -41.2% | -35.1% |
| 6M | +10.0% | +1.5% | +8.5% | +9.1% |
| YTD | +45.7% | -5.3% | +51.0% | +46.5% |
| 1Y | +57.3% | +37.7% | +19.6% | +47.5% |
| 3Y | +878.9% | +153.9% | +725.0% | +723.5% |
| 5Y | -28.3% | +43.9% | -72.2% | -52.0% |
| All | +166.8% | +136.7% | +30.1% | +70.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling