-22.1%
WULF vs BBY
+33.0%
-55.1%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | +8.0% | -14.6% | -5.4% |
| 7D | -12.8% | +4.5% | -17.4% | -11.9% |
| 30D | -20.9% | +16.0% | -36.9% | -19.2% |
| 3M | -38.0% | +18.6% | -56.6% | -36.4% |
| 6M | -47.5% | +80.1% | -127.6% | -48.7% |
| YTD | +1.8% | +57.4% | -55.6% | -1.3% |
| 1Y | -22.1% | +34.5% | -56.6% | -6.2% |
| All | -22.1% | +33.0% | -55.1% | -6.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BBY.
Daily Out/Under-Performance
Portfolio return minus BBY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBY 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 BBY 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