+435.3%
WULF vs BIYA
-99.8%
+535.1%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.4% | -3.6% | -4.1% |
| 7D | +15.6% | +2.7% | +12.8% | +15.6% |
| 30D | +5.7% | -16.7% | +22.4% | +5.4% |
| 3M | -32.3% | -74.6% | +42.3% | -32.4% |
| 6M | +23.7% | -85.4% | +109.1% | +24.8% |
| YTD | +49.1% | -94.2% | +143.3% | +54.3% |
| 1Y | +66.3% | -98.6% | +164.9% | +86.1% |
| All | +435.3% | -99.8% | +535.1% | +530.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BIYA.
Daily Out/Under-Performance
Portfolio return minus BIYA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIYA 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 BIYA 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