+74.5%
WULF vs BURL
+217.6%
-143.2%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.6% | -0.9% | +0.9% |
| 7D | +7.6% | -2.8% | +10.3% | +8.5% |
| 30D | -8.6% | -28.2% | +19.5% | +0.9% |
| 3M | -37.0% | -17.6% | -19.4% | -33.8% |
| 6M | +7.4% | -11.8% | +19.2% | +10.2% |
| YTD | +43.7% | -8.1% | +51.8% | +45.5% |
| 1Y | +86.1% | -12.0% | +98.1% | +87.5% |
| 3Y | +733.8% | +63.3% | +670.5% | +604.0% |
| 5Y | -33.6% | -10.8% | -22.8% | -41.5% |
| All | +74.5% | +217.6% | -143.2% | +82.2% |
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