-22.1%
WULF vs BR
-14.2%
-7.8%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | +3.0% | -9.6% | -3.7% |
| 7D | -12.8% | +7.0% | -19.8% | -6.4% |
| 30D | -20.9% | +19.0% | -39.9% | -5.7% |
| 3M | -38.0% | +13.1% | -51.1% | -28.4% |
| 6M | -47.5% | +24.6% | -72.1% | -31.1% |
| YTD | +1.8% | -13.6% | +15.4% | -0.6% |
| 1Y | -22.1% | -13.1% | -8.9% | -23.1% |
| All | -22.1% | -14.2% | -7.8% | -23.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 BR 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