-22.1%
WULF vs BBWI
+2.4%
-24.4%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | +4.1% | -10.7% | -7.5% |
| 7D | -12.8% | +8.8% | -21.6% | -14.7% |
| 30D | -20.9% | +34.8% | -55.7% | -27.0% |
| 3M | -38.0% | +12.9% | -51.0% | -40.2% |
| 6M | -47.5% | +29.6% | -77.1% | -52.1% |
| YTD | +1.8% | +20.8% | -18.9% | -5.7% |
| 1Y | -22.1% | +4.1% | -26.1% | -24.2% |
| All | -22.1% | +2.4% | -24.4% | -24.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BBWI.
Daily Out/Under-Performance
Portfolio return minus BBWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBWI 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 BBWI 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