-30.9%
WULF vs BN
+30.5%
-61.4%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -1.2% | -4.6% | -4.2% |
| 7D | -0.6% | -5.9% | +5.3% | +7.2% |
| 30D | -3.6% | -15.1% | +11.4% | +17.9% |
| 3M | -30.4% | -14.6% | -15.8% | -16.2% |
| 6M | +12.5% | -8.4% | +20.9% | +23.9% |
| YTD | +40.5% | -16.8% | +57.3% | +77.0% |
| 1Y | +53.0% | -14.4% | +67.4% | +87.0% |
| 3Y | +796.7% | +70.1% | +726.6% | +404.7% |
| 5Y | -30.9% | +33.5% | -64.4% | -44.7% |
| All | -30.9% | +30.5% | -61.4% | -44.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling