+334.1%
WULF vs BLDR
+380.2%
-46.1%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.9% | -2.2% | -3.9% |
| 7D | +15.6% | -2.7% | +18.3% | +15.9% |
| 30D | +5.7% | -14.7% | +20.5% | +7.5% |
| 3M | -32.3% | -20.8% | -11.5% | -30.8% |
| 6M | +23.7% | -35.3% | +59.0% | +29.3% |
| YTD | +49.1% | -40.3% | +89.4% | +57.2% |
| 1Y | +66.3% | -56.3% | +122.6% | +81.0% |
| 3Y | +851.7% | -56.1% | +907.8% | +932.0% |
| 5Y | -30.9% | +12.9% | -43.8% | -30.2% |
| 10Y | +86.9% | +386.5% | -299.5% | +70.3% |
| All | +334.1% | +380.2% | -46.1% | +219.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling