+82.7%
WULF vs BHP
+496.8%
-414.2%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.2% | +3.9% | +3.9% |
| 7D | +1.4% | -3.6% | +5.0% | +3.7% |
| 30D | -2.6% | -1.2% | -1.4% | -2.0% |
| 3M | -34.0% | +1.2% | -35.2% | -34.8% |
| 6M | +10.0% | +21.4% | -11.4% | -0.9% |
| YTD | +45.7% | +50.4% | -4.7% | +18.6% |
| 1Y | +57.3% | +67.5% | -10.2% | +21.0% |
| 3Y | +878.9% | +72.8% | +806.1% | +651.9% |
| 5Y | -28.3% | +112.6% | -140.9% | -46.8% |
| All | +82.7% | +496.8% | -414.2% | +11.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BHP.
Daily Out/Under-Performance
Portfolio return minus BHP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BHP 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 BHP 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