-30.9%
WULF vs BP
+139.4%
-170.2%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +0.9% | -6.7% | -6.1% |
| 7D | -0.6% | +5.7% | -6.3% | -2.9% |
| 30D | -3.6% | +8.1% | -11.7% | -6.9% |
| 3M | -30.4% | +8.6% | -39.0% | -33.4% |
| 6M | +12.5% | +18.1% | -5.7% | +0.6% |
| YTD | +40.5% | +37.6% | +2.9% | +15.6% |
| 1Y | +53.0% | +39.4% | +13.6% | +23.5% |
| 3Y | +796.7% | +40.1% | +756.6% | +613.2% |
| 5Y | -30.9% | +141.3% | -172.2% | -44.3% |
| All | -30.9% | +139.4% | -170.2% | -44.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling