-35.9%
WULF vs BITO
-8.3%
-27.6%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BITO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | 0.0% | +3.7% | +3.7% |
| 7D | +1.4% | -3.4% | +4.8% | +4.5% |
| 30D | -2.6% | +21.4% | -24.0% | -18.8% |
| 3M | -34.0% | +20.5% | -54.5% | -45.0% |
| 6M | +10.0% | +7.4% | +2.6% | +2.1% |
| YTD | +45.7% | -13.9% | +59.6% | +64.3% |
| 1Y | +57.3% | -35.1% | +92.4% | +125.6% |
| 3Y | +878.9% | +156.8% | +722.1% | +384.5% |
| All | -35.9% | -8.3% | -27.6% | -63.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling