+82.7%
WULF vs BIL
+25.3%
+57.4%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | 0.0% | +3.7% | +3.9% |
| 7D | +1.4% | +0.1% | +1.3% | +1.8% |
| 30D | -2.6% | +0.3% | -2.9% | -0.6% |
| 3M | -34.0% | +0.9% | -34.9% | -30.0% |
| 6M | +10.0% | +1.8% | +8.2% | +21.4% |
| YTD | +45.7% | +2.5% | +43.2% | +64.2% |
| 1Y | +57.3% | +3.7% | +53.6% | +85.3% |
| 3Y | +878.9% | +14.1% | +864.8% | +1,935.2% |
| 5Y | -28.3% | +19.5% | -47.8% | +98.1% |
| All | +82.7% | +25.3% | +57.4% | +726.8% |
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