-22.1%
WULF vs BIL
+3.0%
-25.1%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | 0.0% | -6.6% | -6.6% |
| 7D | -12.8% | -0.3% | -12.6% | -11.6% |
| 30D | -20.9% | 0.0% | -20.9% | -16.5% |
| 3M | -38.0% | +0.3% | -38.3% | -10.3% |
| 6M | -47.5% | +1.2% | -48.7% | +24.3% |
| YTD | +1.8% | +2.4% | -0.6% | +124.1% |
| 1Y | -22.1% | +3.0% | -25.1% | +85.0% |
| All | -22.1% | +3.0% | -25.1% | +85.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BIL.
Daily Out/Under-Performance
Portfolio return minus BIL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIL 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 BIL 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