+82.7%
WULF vs BUD
-22.3%
+104.9%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.7% | +3.0% | +3.5% |
| 7D | +1.4% | -2.6% | +4.0% | +2.2% |
| 30D | -2.6% | -1.2% | -1.4% | -2.4% |
| 3M | -34.0% | -4.9% | -29.1% | -33.4% |
| 6M | +10.0% | +9.3% | +0.7% | +6.5% |
| YTD | +45.7% | +24.0% | +21.7% | +35.7% |
| 1Y | +57.3% | +34.5% | +22.8% | +42.0% |
| 3Y | +878.9% | +43.7% | +835.3% | +756.1% |
| 5Y | -28.3% | +46.0% | -74.3% | -38.0% |
| All | +82.7% | -22.3% | +104.9% | +72.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BUD.
Daily Out/Under-Performance
Portfolio return minus BUD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BUD 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 BUD 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