+167.5%
WULF vs BTG
+371.8%
-204.2%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -2.9% | -2.9% | -5.5% |
| 7D | -0.6% | -5.5% | +4.9% | -0.1% |
| 30D | -3.6% | +6.1% | -9.7% | -4.1% |
| 3M | -30.4% | +38.6% | -69.0% | -32.6% |
| 6M | +12.5% | +0.7% | +11.8% | +11.8% |
| YTD | +40.5% | +20.3% | +20.1% | +37.9% |
| 1Y | +53.0% | +25.0% | +27.9% | +49.4% |
| 3Y | +796.7% | +97.3% | +699.4% | +741.1% |
| 5Y | -30.9% | +78.3% | -109.2% | -34.6% |
| 10Y | +76.1% | +151.6% | -75.5% | +59.6% |
| All | +167.5% | +371.8% | -204.2% | +87.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling