+878.9%
WULF vs BBY
+42.8%
+836.2%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +3.1% | +0.6% | +2.2% |
| 7D | +1.4% | +0.6% | +0.8% | +1.1% |
| 30D | -2.6% | +9.4% | -12.0% | -7.6% |
| 3M | -34.0% | +19.3% | -53.3% | -41.4% |
| 6M | +10.0% | +47.9% | -37.9% | -16.2% |
| YTD | +45.7% | +39.6% | +6.1% | +13.0% |
| 1Y | +57.3% | +22.2% | +35.1% | +34.3% |
| 3Y | +878.9% | +45.0% | +834.0% | +538.7% |
| All | +878.9% | +42.8% | +836.2% | +538.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling