-57.9%
WULF vs BURL
-17.2%
-40.7%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.8% | -1.6% | +14.4% | +13.6% |
| 7D | -3.1% | +4.1% | -7.1% | -5.4% |
| 30D | -21.0% | -9.5% | -11.6% | -17.5% |
| 3M | -35.5% | -33.5% | -2.0% | -21.6% |
| 6M | -55.8% | -22.1% | -33.7% | -51.7% |
| YTD | -1.0% | -14.6% | +13.5% | +2.9% |
| 1Y | -20.4% | -8.4% | -12.0% | -22.8% |
| 3Y | +972.6% | +86.6% | +886.1% | +573.5% |
| All | -57.9% | -17.2% | -40.7% | -70.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling