+111.0%
WULF vs BND
+75.1%
+35.9%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -0.6% | -5.1% | -5.1% |
| 7D | -0.6% | -0.9% | +0.4% | +0.4% |
| 30D | -3.6% | -1.0% | -2.7% | -2.7% |
| 3M | -30.4% | -1.2% | -29.2% | -29.4% |
| 6M | +12.5% | -2.0% | +14.5% | +15.3% |
| YTD | +40.5% | -1.2% | +41.6% | +42.9% |
| 1Y | +53.0% | -0.5% | +53.4% | +54.5% |
| 3Y | +796.7% | +12.4% | +784.2% | +709.8% |
| 5Y | -30.9% | -2.5% | -28.4% | -33.4% |
| 10Y | +76.1% | +15.0% | +61.1% | +67.4% |
| All | +111.0% | +75.1% | +35.9% | +69.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BND.
Daily Out/Under-Performance
Portfolio return minus BND return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BND 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 BND 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