-22.1%
WULF vs BURL
-4.6%
-17.5%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | +7.7% | -14.3% | -6.9% |
| 7D | -12.8% | +10.4% | -23.2% | -13.2% |
| 30D | -20.9% | -4.9% | -16.0% | -20.1% |
| 3M | -38.0% | -29.8% | -8.3% | -37.3% |
| 6M | -47.5% | -16.5% | -31.1% | -48.2% |
| YTD | +1.8% | -10.5% | +12.4% | +4.5% |
| 1Y | -22.1% | -5.3% | -16.7% | -16.0% |
| All | -22.1% | -4.6% | -17.5% | -16.0% |
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