-34.4%
WULF vs BKR
+1.2%
-35.6%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.8% | -7.4% | -6.5% | -9.5% |
| 7D | -20.9% | -15.2% | -5.7% | -13.0% |
| 30D | -32.7% | -19.1% | -13.5% | -24.4% |
| 3M | -44.2% | -24.8% | -19.4% | -35.0% |
| 6M | -57.1% | -31.6% | -25.5% | -48.1% |
| YTD | -12.3% | +2.5% | -14.8% | -9.7% |
| 1Y | -34.4% | -0.7% | -33.7% | -32.1% |
| All | -34.4% | +1.2% | -35.6% | -32.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BKR.
Daily Out/Under-Performance
Portfolio return minus BKR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BKR 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 1y: compounded portfolio wealth divided by compounded BKR 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…
1y analysis · Full analysis span regression · 6 months rolling