+890.5%
WULF vs BTSG
+389.4%
+501.1%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.5% | +2.2% | +3.1% |
| 7D | +1.4% | -3.3% | +4.7% | +3.0% |
| 30D | -2.6% | -1.6% | -1.0% | -1.9% |
| 3M | -34.0% | -6.9% | -27.1% | -32.6% |
| 6M | +10.0% | +42.1% | -32.1% | -6.0% |
| YTD | +45.7% | +56.8% | -11.1% | +18.6% |
| 1Y | +57.3% | +109.8% | -52.5% | +13.3% |
| All | +890.5% | +389.4% | +501.1% | +511.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BTSG.
Daily Out/Under-Performance
Portfolio return minus BTSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTSG 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 5y: compounded portfolio wealth divided by compounded BTSG 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…
5y analysis · Full analysis span regression · 6 months rolling