+327.9%
WULF vs BUD
+198.8%
+129.2%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.2% | -0.8% | +8.9% | +8.4% |
| 7D | +21.9% | +0.8% | +21.2% | +21.7% |
| 30D | +4.6% | -4.8% | +9.4% | +5.6% |
| 3M | -30.9% | +1.4% | -32.3% | -31.5% |
| 6M | +29.9% | +9.9% | +20.0% | +26.6% |
| YTD | +55.4% | +26.3% | +29.1% | +46.7% |
| 1Y | +94.1% | +36.1% | +58.0% | +79.2% |
| 3Y | +892.2% | +48.6% | +843.6% | +791.5% |
| 5Y | -26.7% | +45.0% | -71.8% | -34.1% |
| 10Y | +94.0% | -23.1% | +117.1% | +83.9% |
| All | +327.9% | +198.8% | +129.2% | +193.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling