+86.1%
WULF vs BLDR
-52.1%
+138.2%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.5% | -0.8% | +0.8% |
| 7D | +7.6% | -2.8% | +10.4% | +8.7% |
| 30D | -8.6% | -13.3% | +4.6% | -4.1% |
| 3M | -37.0% | -12.3% | -24.7% | -35.3% |
| 6M | +7.4% | -31.5% | +38.9% | +22.6% |
| YTD | +43.7% | -36.1% | +79.7% | +68.7% |
| 1Y | +86.1% | -54.1% | +140.2% | +115.6% |
| All | +86.1% | -52.1% | +138.2% | +115.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BLDR.
Daily Out/Under-Performance
Portfolio return minus BLDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BLDR 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 BLDR 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