+82.7%
WULF vs BG
+166.7%
-84.0%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -1.7% | +5.5% | +4.2% |
| 7D | +1.4% | +3.1% | -1.7% | +0.6% |
| 30D | -2.6% | +10.2% | -12.8% | -5.1% |
| 3M | -34.0% | -1.7% | -32.3% | -33.9% |
| 6M | +10.0% | +1.0% | +9.0% | +8.8% |
| YTD | +45.7% | +39.9% | +5.8% | +33.1% |
| 1Y | +57.3% | +53.2% | +4.1% | +39.8% |
| 3Y | +878.9% | +16.3% | +862.7% | +816.5% |
| 5Y | -28.3% | +83.9% | -112.2% | -38.4% |
| All | +82.7% | +166.7% | -84.0% | +49.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling