+878.9%
WULF vs BLDR
-57.1%
+936.0%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +2.4% | +1.3% | +2.7% |
| 7D | +1.4% | -8.2% | +9.6% | +5.0% |
| 30D | -2.6% | -16.6% | +14.0% | +4.8% |
| 3M | -34.0% | -23.2% | -10.8% | -27.8% |
| 6M | +10.0% | -33.7% | +43.7% | +28.8% |
| YTD | +45.7% | -41.3% | +87.0% | +79.2% |
| 1Y | +57.3% | -58.8% | +116.1% | +125.2% |
| 3Y | +878.9% | -57.5% | +936.4% | +1,233.9% |
| All | +878.9% | -57.1% | +936.0% | +1,233.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling