+773.5%
WULF vs BURL
+63.9%
+709.6%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.6% | -0.9% | +0.5% |
| 7D | +7.6% | -2.8% | +10.3% | +8.9% |
| 30D | -8.6% | -28.2% | +19.5% | +6.2% |
| 3M | -37.0% | -17.6% | -19.4% | -32.4% |
| 6M | +7.4% | -11.8% | +19.2% | +10.7% |
| YTD | +43.7% | -8.1% | +51.8% | +44.8% |
| 1Y | +86.1% | -12.0% | +98.1% | +86.5% |
| All | +773.5% | +63.9% | +709.6% | +528.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling