+25.5%
WULF vs BURL
+252.7%
-227.2%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.8% | -1.6% | +14.4% | +13.3% |
| 7D | -3.1% | +4.1% | -7.1% | -4.5% |
| 30D | -21.0% | -9.5% | -11.6% | -18.9% |
| 3M | -35.5% | -33.5% | -2.0% | -27.4% |
| 6M | -55.8% | -22.1% | -33.7% | -53.3% |
| YTD | -1.0% | -14.6% | +13.5% | +1.9% |
| 1Y | -20.4% | -8.4% | -12.0% | -21.0% |
| 3Y | +972.6% | +86.6% | +886.1% | +771.2% |
| 5Y | -54.5% | -17.2% | -37.3% | -59.2% |
| All | +25.5% | +252.7% | -227.2% | +33.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling