+82.7%
WULF vs BBY
+252.7%
-170.0%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +3.1% | +0.6% | +2.8% |
| 7D | +1.4% | +0.6% | +0.8% | +1.2% |
| 30D | -2.6% | +9.4% | -12.0% | -5.5% |
| 3M | -34.0% | +19.3% | -53.3% | -38.1% |
| 6M | +10.0% | +47.9% | -37.9% | -4.5% |
| YTD | +45.7% | +39.6% | +6.1% | +27.8% |
| 1Y | +57.3% | +22.2% | +35.1% | +44.1% |
| 3Y | +878.9% | +45.0% | +834.0% | +756.2% |
| 5Y | -28.3% | +2.6% | -30.9% | -35.9% |
| All | +82.7% | +252.7% | -170.0% | +64.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling