-22.1%
WULF vs BTDR
-69.9%
+47.8%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | -5.6% | -1.0% | -3.3% |
| 7D | -12.8% | -17.6% | +4.7% | -2.3% |
| 30D | -20.9% | -40.3% | +19.4% | +6.8% |
| 3M | -38.0% | -42.6% | +4.6% | -16.4% |
| 6M | -47.5% | -46.3% | -1.2% | -29.7% |
| YTD | +1.8% | -41.7% | +43.6% | +25.7% |
| 1Y | -22.1% | -69.4% | +47.3% | +27.5% |
| All | -22.1% | -69.9% | +47.8% | +27.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BTDR.
Daily Out/Under-Performance
Portfolio return minus BTDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTDR 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 BTDR 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