+1,762.4%
WULF vs BTI
+4,986.4%
-3,224.0%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.5% | -2.6% | -4.0% |
| 7D | +15.6% | -2.4% | +18.0% | +15.8% |
| 30D | +5.7% | -4.8% | +10.5% | +6.0% |
| 3M | -32.3% | -8.1% | -24.2% | -32.1% |
| 6M | +23.7% | -4.2% | +27.9% | +23.7% |
| YTD | +49.1% | -1.3% | +50.4% | +48.8% |
| 1Y | +66.3% | +2.1% | +64.2% | +65.7% |
| 3Y | +851.7% | +108.9% | +742.7% | +806.3% |
| 5Y | -30.9% | +114.5% | -145.4% | -34.0% |
| 10Y | +86.9% | +72.2% | +14.7% | +79.2% |
| All | +1,762.4% | +4,986.4% | -3,224.0% | +2,084.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BTI.
Daily Out/Under-Performance
Portfolio return minus BTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTI 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 BTI 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