+86.1%
WULF vs BTG
+38.4%
+47.8%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.4% | +3.1% | +2.3% |
| 7D | +7.6% | -0.9% | +8.4% | +7.9% |
| 30D | -8.6% | +36.8% | -45.5% | -19.6% |
| 3M | -37.0% | +23.1% | -60.1% | -42.1% |
| 6M | +7.4% | +3.5% | +3.9% | +5.2% |
| YTD | +43.7% | +25.5% | +18.2% | +31.1% |
| 1Y | +86.1% | +40.1% | +46.0% | +69.7% |
| All | +86.1% | +38.4% | +47.8% | +69.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BTG.
Daily Out/Under-Performance
Portfolio return minus BTG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTG 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 BTG 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