+1,695.0%
WULF vs BBWI
+786.5%
+908.5%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.8% | -1.1% | +1.4% |
| 7D | +7.6% | +1.5% | +6.0% | +7.4% |
| 30D | -8.6% | -5.2% | -3.4% | -8.3% |
| 3M | -37.0% | +11.1% | -48.1% | -38.1% |
| 6M | +7.4% | -13.4% | +20.8% | +8.4% |
| YTD | +43.7% | +0.1% | +43.6% | +42.3% |
| 1Y | +86.1% | -36.1% | +122.3% | +93.2% |
| 3Y | +733.8% | -44.1% | +777.9% | +770.6% |
| 5Y | -33.6% | -66.2% | +32.7% | -29.2% |
| 10Y | +76.1% | -54.8% | +130.8% | +82.0% |
| All | +1,695.0% | +786.5% | +908.5% | +1,468.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling