-55.9%
WULF vs BURL
-10.8%
-45.2%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -3.6% | +0.4% | -1.4% |
| 7D | +11.0% | -1.6% | +12.6% | +12.1% |
| 30D | +9.4% | -7.7% | +17.1% | +13.3% |
| 3M | -22.6% | -31.7% | +9.0% | -7.0% |
| 6M | -45.4% | -15.2% | -30.3% | -43.1% |
| YTD | +9.8% | -15.9% | +25.8% | +15.4% |
| 1Y | +8.0% | -14.2% | +22.3% | +9.3% |
| 3Y | +1,149.5% | +93.5% | +1,056.0% | +663.8% |
| All | -55.9% | -10.8% | -45.2% | -67.8% |
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