+82.7%
WULF vs BDX
+59.3%
+23.4%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.8% | +2.9% | +3.6% |
| 7D | +1.4% | -3.2% | +4.6% | +1.7% |
| 30D | -2.6% | -2.5% | -0.1% | -2.4% |
| 3M | -34.0% | +21.4% | -55.4% | -35.9% |
| 6M | +10.0% | +10.4% | -0.4% | +8.4% |
| YTD | +45.7% | +18.8% | +26.9% | +41.6% |
| 1Y | +57.3% | +21.7% | +35.6% | +52.2% |
| 3Y | +878.9% | -10.0% | +888.9% | +884.3% |
| 5Y | -28.3% | -1.8% | -26.5% | -29.3% |
| All | +82.7% | +59.3% | +23.4% | +73.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling