+1,841.8%
WULF vs BP
+1,171.6%
+670.2%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.2% | +2.4% | +5.7% | +7.9% |
| 7D | +21.9% | +0.9% | +21.0% | +21.8% |
| 30D | +4.6% | +9.1% | -4.6% | +3.3% |
| 3M | -30.9% | +3.9% | -34.9% | -31.5% |
| 6M | +29.9% | +13.6% | +16.3% | +26.7% |
| YTD | +55.4% | +34.0% | +21.4% | +48.4% |
| 1Y | +94.1% | +39.2% | +55.0% | +83.9% |
| 3Y | +892.2% | +36.4% | +855.8% | +841.9% |
| 5Y | -26.7% | +135.8% | -162.5% | -33.7% |
| 10Y | +94.0% | +125.0% | -31.0% | +76.2% |
| All | +1,841.8% | +1,171.6% | +670.2% | +2,073.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling