+82.7%
WULF vs BR
+189.7%
-107.0%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.3% | +4.0% | +3.8% |
| 7D | +1.4% | -3.0% | +4.4% | +2.3% |
| 30D | -2.6% | -0.3% | -2.3% | -2.8% |
| 3M | -34.0% | +17.3% | -51.3% | -38.5% |
| 6M | +10.0% | -6.7% | +16.7% | +11.3% |
| YTD | +45.7% | -23.4% | +69.1% | +58.8% |
| 1Y | +57.3% | -32.7% | +90.0% | +82.4% |
| 3Y | +878.9% | -5.9% | +884.9% | +876.6% |
| 5Y | -28.3% | +8.4% | -36.7% | -33.5% |
| All | +82.7% | +189.7% | -107.0% | +60.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling