-22.1%
WULF vs BDX
+54.0%
-76.1%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | +5.6% | -12.2% | -3.7% |
| 7D | -12.8% | +7.2% | -20.0% | -9.3% |
| 30D | -20.9% | +15.8% | -36.7% | -14.6% |
| 3M | -38.0% | +23.7% | -61.7% | -31.2% |
| 6M | -47.5% | +44.8% | -92.3% | -39.7% |
| YTD | +1.8% | +39.8% | -38.0% | +17.5% |
| 1Y | -22.1% | +52.3% | -74.4% | -3.1% |
| All | -22.1% | +54.0% | -76.1% | -3.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BDX.
Daily Out/Under-Performance
Portfolio return minus BDX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BDX 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 BDX 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