+34.7%
WULF vs BIL
+26.1%
+8.6%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | 0.0% | -3.3% | -3.0% |
| 7D | +11.0% | +0.1% | +10.9% | +11.5% |
| 30D | +9.4% | +0.3% | +9.0% | +11.7% |
| 3M | -22.6% | +1.0% | -23.6% | -17.6% |
| 6M | -45.4% | +1.9% | -47.3% | -38.7% |
| YTD | +9.8% | +3.2% | +6.7% | +29.4% |
| 1Y | +8.0% | +3.7% | +4.3% | +29.9% |
| 3Y | +1,149.5% | +13.8% | +1,135.7% | +2,386.5% |
| 5Y | -55.6% | +20.3% | -75.9% | +29.0% |
| All | +34.7% | +26.1% | +8.6% | +548.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling