+878.9%
WULF vs BLK
+66.0%
+813.0%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.6% | +2.1% | +1.6% |
| 7D | +1.4% | -3.3% | +4.7% | +5.7% |
| 30D | -2.6% | -6.5% | +3.9% | +5.3% |
| 3M | -34.0% | +6.7% | -40.7% | -41.4% |
| 6M | +10.0% | +14.7% | -4.7% | -11.3% |
| YTD | +45.7% | +2.5% | +43.2% | +35.3% |
| 1Y | +57.3% | -2.8% | +60.1% | +59.2% |
| 3Y | +878.9% | +65.9% | +813.1% | +456.3% |
| All | +878.9% | +66.0% | +813.0% | +456.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling