+57.3%
WULF vs BBWI
-31.4%
+88.7%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +6.4% | -2.7% | +2.0% |
| 7D | +1.4% | -4.8% | +6.2% | +2.6% |
| 30D | -2.6% | +3.5% | -6.1% | -4.6% |
| 3M | -34.0% | -0.3% | -33.7% | -35.0% |
| 6M | +10.0% | -5.4% | +15.4% | +9.6% |
| YTD | +45.7% | -4.7% | +50.4% | +43.7% |
| 1Y | +57.3% | -30.5% | +87.8% | +67.8% |
| All | +57.3% | -31.4% | +88.7% | +67.8% |
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