+82.7%
WULF vs BP
+137.7%
-55.1%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | 0.0% | +3.7% | +3.7% |
| 7D | +1.4% | +5.2% | -3.8% | 0.0% |
| 30D | -2.6% | +8.7% | -11.3% | -4.9% |
| 3M | -34.0% | +9.3% | -43.3% | -35.9% |
| 6M | +10.0% | +13.6% | -3.6% | +4.3% |
| YTD | +45.7% | +37.7% | +8.0% | +30.5% |
| 1Y | +57.3% | +40.6% | +16.7% | +39.2% |
| 3Y | +878.9% | +40.3% | +838.6% | +763.0% |
| 5Y | -28.3% | +141.4% | -169.7% | -42.7% |
| All | +82.7% | +137.7% | -55.1% | +67.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BP.
Daily Out/Under-Performance
Portfolio return minus BP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BP 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 10y: compounded portfolio wealth divided by compounded BP 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…
10y analysis · Full analysis span regression · 6 months rolling