+878.9%
WULF vs BNY
+287.0%
+591.9%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | 0.0% | +3.7% | +3.7% |
| 7D | +1.4% | -1.3% | +2.7% | +3.3% |
| 30D | -2.6% | -0.2% | -2.5% | -2.7% |
| 3M | -34.0% | +14.9% | -48.9% | -47.7% |
| 6M | +10.0% | +40.0% | -30.0% | -36.3% |
| YTD | +45.7% | +42.0% | +3.7% | -17.7% |
| 1Y | +57.3% | +56.9% | +0.5% | -23.6% |
| 3Y | +878.9% | +289.9% | +589.1% | +25.2% |
| All | +878.9% | +287.0% | +591.9% | +25.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling