+901.8%
WULF vs BBWI
-47.8%
+949.6%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -6.3% | +2.2% | -1.9% |
| 7D | +15.6% | -4.4% | +20.0% | +17.4% |
| 30D | +5.7% | -7.4% | +13.1% | +7.3% |
| 3M | -32.3% | -2.2% | -30.1% | -33.2% |
| 6M | +23.7% | -16.3% | +40.0% | +28.0% |
| YTD | +49.1% | -9.1% | +58.2% | +48.0% |
| 1Y | +66.3% | -34.5% | +100.8% | +85.5% |
| All | +901.8% | -47.8% | +949.6% | +1,001.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling