-24.7%
WULF vs BKR
+172.8%
-197.6%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.6% | +4.3% | +4.1% |
| 7D | +1.4% | -7.0% | +8.4% | +6.5% |
| 30D | -2.6% | -8.1% | +5.5% | +3.0% |
| 3M | -34.0% | -6.6% | -27.3% | -31.3% |
| 6M | +10.0% | +0.9% | +9.1% | +7.5% |
| YTD | +45.7% | +31.1% | +14.6% | +19.2% |
| 1Y | +57.3% | +27.7% | +29.6% | +29.4% |
| 3Y | +878.9% | +71.2% | +807.7% | +585.1% |
| All | -24.7% | +172.8% | -197.6% | -48.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling