+141.7%
WULF vs BIL
+30.4%
+111.4%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | 0.0% | +1.7% | +1.8% |
| 7D | +7.6% | +0.1% | +7.5% | +7.9% |
| 30D | -8.6% | +0.3% | -9.0% | -7.6% |
| 3M | -37.0% | +0.9% | -37.9% | -35.0% |
| 6M | +7.4% | +1.8% | +5.6% | +13.6% |
| YTD | +43.7% | +2.4% | +41.2% | +54.6% |
| 1Y | +86.1% | +3.7% | +82.4% | +107.5% |
| 3Y | +733.8% | +14.2% | +719.7% | +1,174.4% |
| 5Y | -33.6% | +19.4% | -53.0% | +18.1% |
| 10Y | +76.1% | +25.2% | +50.8% | +267.8% |
| All | +141.7% | +30.4% | +111.4% | +439.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling