+107.5%
WULF vs BR
+1,282.8%
-1,175.3%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +0.1% | -5.9% | -5.8% |
| 7D | -0.6% | -6.0% | +5.4% | +0.8% |
| 30D | -3.6% | -0.9% | -2.8% | -3.6% |
| 3M | -30.4% | +16.4% | -46.8% | -33.7% |
| 6M | +12.5% | -8.2% | +20.7% | +13.5% |
| YTD | +40.5% | -23.2% | +63.7% | +47.9% |
| 1Y | +53.0% | -30.9% | +83.9% | +66.2% |
| 3Y | +796.7% | -5.0% | +801.7% | +794.5% |
| 5Y | -30.9% | +8.8% | -39.6% | -33.5% |
| 10Y | +76.1% | +190.1% | -114.0% | +41.1% |
| All | +107.5% | +1,282.8% | -1,175.3% | +16.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling