+57.3%
WULF vs BP
+40.7%
+16.6%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | 0.0% | +3.7% | +3.7% |
| 7D | +1.4% | +5.2% | -3.8% | +2.5% |
| 30D | -2.6% | +8.7% | -11.3% | -0.7% |
| 3M | -34.0% | +9.3% | -43.3% | -31.6% |
| 6M | +10.0% | +13.6% | -3.6% | +9.9% |
| YTD | +45.7% | +37.7% | +8.0% | +42.4% |
| 1Y | +57.3% | +40.6% | +16.7% | +63.4% |
| All | +57.3% | +40.7% | +16.6% | +63.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling