-27.4%
WULF vs BLDR
+8.3%
-35.8%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -3.9% | -1.8% | -3.7% |
| 7D | -0.6% | -8.1% | +7.6% | +3.8% |
| 30D | -3.6% | -21.5% | +17.8% | +8.8% |
| 3M | -30.4% | -21.0% | -9.4% | -23.7% |
| 6M | +12.5% | -37.1% | +49.5% | +39.8% |
| YTD | +40.5% | -42.7% | +83.2% | +82.5% |
| 1Y | +53.0% | -58.0% | +110.9% | +134.8% |
| 3Y | +796.7% | -57.8% | +854.5% | +1,133.1% |
| All | -27.4% | +8.3% | -35.8% | -45.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling