+878.9%
WULF vs BITO
+149.6%
+729.3%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BITO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | 0.0% | +3.7% | +3.7% |
| 7D | +1.4% | -3.4% | +4.8% | +4.9% |
| 30D | -2.6% | +21.4% | -24.0% | -20.9% |
| 3M | -34.0% | +20.5% | -54.5% | -46.5% |
| 6M | +10.0% | +7.4% | +2.6% | +0.7% |
| YTD | +45.7% | -13.9% | +59.6% | +66.5% |
| 1Y | +57.3% | -35.1% | +92.4% | +137.4% |
| 3Y | +878.9% | +156.8% | +722.1% | +130.3% |
| All | +878.9% | +149.6% | +729.3% | +130.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BITO.
Daily Out/Under-Performance
Portfolio return minus BITO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BITO 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 3y: compounded portfolio wealth divided by compounded BITO 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…
3y analysis · Full analysis span regression · 6 months rolling