-22.1%
WULF vs BNS
+52.0%
-74.0%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | +3.0% | -9.6% | -11.3% |
| 7D | -12.8% | +2.0% | -14.8% | -15.9% |
| 30D | -20.9% | +7.8% | -28.7% | -30.1% |
| 3M | -38.0% | +11.7% | -49.7% | -48.8% |
| 6M | -47.5% | +28.2% | -75.8% | -67.7% |
| YTD | +1.8% | +34.8% | -32.9% | -43.4% |
| 1Y | -22.1% | +51.1% | -73.1% | -62.1% |
| All | -22.1% | +52.0% | -74.0% | -62.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BNS.
Daily Out/Under-Performance
Portfolio return minus BNS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BNS 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 BNS 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