+86.1%
WULF vs BURL
-9.5%
+95.7%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.6% | -0.9% | +1.7% |
| 7D | +7.6% | -2.8% | +10.3% | +7.6% |
| 30D | -8.6% | -28.2% | +19.5% | -8.7% |
| 3M | -37.0% | -17.6% | -19.4% | -37.6% |
| 6M | +7.4% | -11.8% | +19.2% | +7.3% |
| YTD | +43.7% | -8.1% | +51.8% | +46.4% |
| 1Y | +86.1% | -12.0% | +98.1% | +67.6% |
| All | +86.1% | -9.5% | +95.7% | +67.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BURL.
Daily Out/Under-Performance
Portfolio return minus BURL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BURL 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 BURL 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