+362.2%
WULF vs BLK
+12,998.0%
-12,635.8%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.6% | +2.1% | +3.4% |
| 7D | +1.4% | -3.3% | +4.7% | +2.1% |
| 30D | -2.6% | -6.5% | +3.9% | -1.3% |
| 3M | -34.0% | +6.7% | -40.7% | -35.1% |
| 6M | +10.0% | +14.7% | -4.7% | +6.9% |
| YTD | +45.7% | +2.5% | +43.2% | +45.1% |
| 1Y | +57.3% | -2.8% | +60.1% | +58.7% |
| 3Y | +878.9% | +65.9% | +813.1% | +814.9% |
| 5Y | -28.3% | +33.0% | -61.3% | -31.3% |
| 10Y | +82.7% | +281.2% | -198.5% | +59.3% |
| All | +362.2% | +12,998.0% | -12,635.8% | +240.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling