+697.6%
WULF vs BG
+1,192.5%
-494.9%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +0.9% | -6.7% | -5.9% |
| 7D | -0.6% | +3.7% | -4.3% | -1.0% |
| 30D | -3.6% | +12.3% | -16.0% | -5.1% |
| 3M | -30.4% | -2.2% | -28.2% | -30.3% |
| 6M | +12.5% | +5.3% | +7.1% | +11.3% |
| YTD | +40.5% | +42.4% | -1.9% | +33.9% |
| 1Y | +53.0% | +55.2% | -2.2% | +43.9% |
| 3Y | +796.7% | +21.0% | +775.7% | +763.5% |
| 5Y | -30.9% | +87.1% | -118.0% | -36.1% |
| 10Y | +76.1% | +169.8% | -93.7% | +56.4% |
| All | +697.6% | +1,192.5% | -494.9% | +713.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling