+57.3%
WULF vs BUD
+34.7%
+22.6%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.7% | +3.0% | +3.6% |
| 7D | +1.4% | -2.6% | +4.0% | +1.6% |
| 30D | -2.6% | -1.2% | -1.4% | -2.5% |
| 3M | -34.0% | -4.9% | -29.1% | -33.6% |
| 6M | +10.0% | +9.3% | +0.7% | +4.3% |
| YTD | +45.7% | +24.0% | +21.7% | +62.4% |
| 1Y | +57.3% | +34.5% | +22.8% | +86.5% |
| All | +57.3% | +34.7% | +22.6% | +86.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling