+86.1%
WULF vs BIIB
+55.8%
+30.4%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.6% | +3.4% | +1.5% |
| 7D | +7.6% | +1.1% | +6.5% | +7.7% |
| 30D | -8.6% | +6.9% | -15.5% | -7.9% |
| 3M | -37.0% | +12.4% | -49.4% | -36.0% |
| 6M | +7.4% | +16.3% | -8.8% | +8.6% |
| YTD | +43.7% | +25.5% | +18.2% | +46.4% |
| 1Y | +86.1% | +57.8% | +28.3% | +85.6% |
| All | +86.1% | +55.8% | +30.4% | +85.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BIIB.
Daily Out/Under-Performance
Portfolio return minus BIIB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIIB 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 BIIB 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