-34.4%
WULF vs BNY
+38.8%
-73.1%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.8% | -3.4% | -10.4% | -8.9% |
| 7D | -20.9% | -1.3% | -19.7% | -19.0% |
| 30D | -32.7% | +3.1% | -35.7% | -34.7% |
| 3M | -44.2% | -6.7% | -37.5% | -38.6% |
| 6M | -57.1% | +12.4% | -69.4% | -64.1% |
| YTD | -12.3% | +29.3% | -41.6% | -43.2% |
| 1Y | -34.4% | +38.1% | -72.5% | -64.2% |
| All | -34.4% | +38.8% | -73.1% | -64.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BNY.
Daily Out/Under-Performance
Portfolio return minus BNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BNY 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 BNY 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