-12.2%
WULF vs BTDR
+19.6%
-31.8%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +3.7% | 0.0% | +2.0% |
| 7D | +1.4% | -3.4% | +4.8% | +3.1% |
| 30D | -2.6% | +32.6% | -35.2% | -14.5% |
| 3M | -34.0% | -32.2% | -1.7% | -23.3% |
| 6M | +10.0% | +52.4% | -42.4% | -13.1% |
| YTD | +45.7% | +6.7% | +39.0% | +33.4% |
| 1Y | +57.3% | -15.2% | +72.6% | +48.1% |
| 3Y | +878.9% | +14.9% | +864.1% | +636.1% |
| 5Y | -28.3% | +20.8% | -49.1% | -68.8% |
| All | -12.2% | +19.6% | -31.8% | -61.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling