+86.1%
WULF vs BLK
+3.3%
+82.8%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.3% | +2.1% | +2.0% |
| 7D | +7.6% | -3.6% | +11.2% | +11.0% |
| 30D | -8.6% | -1.0% | -7.6% | -8.4% |
| 3M | -37.0% | +10.4% | -47.3% | -43.2% |
| 6M | +7.4% | +8.2% | -0.7% | -1.2% |
| YTD | +43.7% | +6.0% | +37.7% | +31.0% |
| 1Y | +86.1% | +3.3% | +82.8% | +92.9% |
| All | +86.1% | +3.3% | +82.8% | +92.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BLK.
Daily Out/Under-Performance
Portfolio return minus BLK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BLK 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 BLK 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