+1,720.0%
WULF vs BNY
+5,146.0%
-3,426.0%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | 0.0% | +3.7% | +3.7% |
| 7D | +1.4% | -1.3% | +2.7% | +1.5% |
| 30D | -2.6% | -0.2% | -2.5% | -2.6% |
| 3M | -34.0% | +14.9% | -48.9% | -35.1% |
| 6M | +10.0% | +40.0% | -30.0% | +5.7% |
| YTD | +45.7% | +42.0% | +3.7% | +40.0% |
| 1Y | +57.3% | +56.9% | +0.5% | +49.7% |
| 3Y | +878.9% | +289.9% | +589.1% | +765.8% |
| 5Y | -28.3% | +259.2% | -287.5% | -36.3% |
| 10Y | +82.7% | +413.3% | -330.6% | +59.2% |
| All | +1,720.0% | +5,146.0% | -3,426.0% | +1,550.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling