-22.1%
WULF vs BN
-3.9%
-18.1%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | +6.1% | -12.7% | -12.6% |
| 7D | -12.8% | +12.0% | -24.8% | -24.5% |
| 30D | -20.9% | +17.0% | -37.9% | -35.1% |
| 3M | -38.0% | -3.2% | -34.8% | -36.2% |
| 6M | -47.5% | -3.9% | -43.7% | -45.7% |
| YTD | +1.8% | -5.6% | +7.4% | +6.1% |
| 1Y | -22.1% | -4.7% | -17.3% | -19.7% |
| All | -22.1% | -3.9% | -18.1% | -19.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BN.
Daily Out/Under-Performance
Portfolio return minus BN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BN 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 BN 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