+2,737.3%
WULF vs BOXX
+18.5%
+2,718.8%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | 0.0% | +3.7% | +3.6% |
| 7D | +1.4% | +0.1% | +1.3% | +1.3% |
| 30D | -2.6% | +0.3% | -2.9% | -3.2% |
| 3M | -34.0% | +1.0% | -35.0% | -36.1% |
| 6M | +10.0% | +1.9% | +8.1% | -1.3% |
| YTD | +45.7% | +2.7% | +43.0% | +21.3% |
| 1Y | +57.3% | +4.0% | +53.3% | +16.3% |
| 3Y | +878.9% | +14.7% | +864.3% | +166.2% |
| All | +2,737.3% | +18.5% | +2,718.8% | +420.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BOXX.
Daily Out/Under-Performance
Portfolio return minus BOXX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BOXX 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 BOXX 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