+1,654.8%
WULF vs BHP
+4,298.9%
-2,644.1%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -5.3% | -0.5% | -4.8% |
| 7D | -0.6% | -3.7% | +3.2% | +0.2% |
| 30D | -3.6% | -0.8% | -2.8% | -3.5% |
| 3M | -30.4% | +7.6% | -38.0% | -31.4% |
| 6M | +12.5% | +20.8% | -8.3% | +9.2% |
| YTD | +40.5% | +50.8% | -10.3% | +32.0% |
| 1Y | +53.0% | +70.9% | -17.9% | +40.9% |
| 3Y | +796.7% | +78.0% | +718.7% | +727.5% |
| 5Y | -30.9% | +113.1% | -144.0% | -36.7% |
| 10Y | +76.1% | +483.0% | -406.9% | +49.5% |
| All | +1,654.8% | +4,298.9% | -2,644.1% | +1,207.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling