+86.1%
WULF vs BG
+50.1%
+36.0%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.2% | +2.9% | +1.9% |
| 7D | +7.6% | +2.8% | +4.8% | +6.8% |
| 30D | -8.6% | +12.0% | -20.7% | -10.9% |
| 3M | -37.0% | -7.7% | -29.3% | -35.8% |
| 6M | +7.4% | +4.5% | +2.9% | +3.8% |
| YTD | +43.7% | +35.7% | +8.0% | +34.8% |
| 1Y | +86.1% | +50.1% | +36.1% | +77.7% |
| All | +86.1% | +50.1% | +36.0% | +77.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 BG 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