+82.7%
WULF vs BLK
+283.5%
-200.8%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.6% | +2.1% | +2.7% |
| 7D | +1.4% | -3.3% | +4.7% | +3.5% |
| 30D | -2.6% | -6.5% | +3.9% | +1.2% |
| 3M | -34.0% | +6.7% | -40.7% | -37.2% |
| 6M | +10.0% | +14.7% | -4.7% | +0.9% |
| YTD | +45.7% | +2.5% | +43.2% | +43.0% |
| 1Y | +57.3% | -2.8% | +60.1% | +60.0% |
| 3Y | +878.9% | +65.9% | +813.1% | +695.7% |
| 5Y | -28.3% | +33.0% | -61.3% | -40.3% |
| All | +82.7% | +283.5% | -200.8% | +53.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling