+82.7%
WULF vs BTG
+159.3%
-76.6%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.4% | +3.3% | +3.7% |
| 7D | +1.4% | -3.8% | +5.1% | +2.0% |
| 30D | -2.6% | +3.6% | -6.3% | -3.1% |
| 3M | -34.0% | +32.0% | -66.0% | -37.3% |
| 6M | +10.0% | +3.4% | +6.6% | +8.2% |
| YTD | +45.7% | +20.8% | +24.9% | +40.7% |
| 1Y | +57.3% | +22.4% | +34.9% | +50.9% |
| 3Y | +878.9% | +91.7% | +787.2% | +774.6% |
| 5Y | -28.3% | +79.0% | -107.3% | -35.0% |
| All | +82.7% | +159.3% | -76.6% | +67.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling