+1,654.8%
WULF vs BBY
+4,244.9%
-2,590.1%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +0.1% | -5.8% | -5.8% |
| 7D | -0.6% | +0.7% | -1.2% | -0.6% |
| 30D | -3.6% | +5.8% | -9.4% | -4.3% |
| 3M | -30.4% | +18.0% | -48.4% | -31.7% |
| 6M | +12.5% | +39.8% | -27.4% | +8.3% |
| YTD | +40.5% | +35.4% | +5.1% | +35.4% |
| 1Y | +53.0% | +21.4% | +31.6% | +49.0% |
| 3Y | +796.7% | +39.5% | +757.1% | +766.9% |
| 5Y | -30.9% | -0.5% | -30.4% | -32.2% |
| 10Y | +76.1% | +240.0% | -163.9% | +61.9% |
| All | +1,654.8% | +4,244.9% | -2,590.1% | +1,244.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling