+82.7%
WULF vs BN
+265.2%
-182.5%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.4% | +3.3% | +3.4% |
| 7D | +1.4% | -5.2% | +6.6% | +5.7% |
| 30D | -2.6% | -14.5% | +11.9% | +10.2% |
| 3M | -34.0% | -15.0% | -19.0% | -25.3% |
| 6M | +10.0% | -5.4% | +15.4% | +15.2% |
| YTD | +45.7% | -16.4% | +62.1% | +70.0% |
| 1Y | +57.3% | -16.2% | +73.6% | +84.7% |
| 3Y | +878.9% | +67.5% | +811.4% | +666.6% |
| 5Y | -28.3% | +34.1% | -62.4% | -35.9% |
| All | +82.7% | +265.2% | -182.5% | +59.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling