-55.8%
WULF vs BURL
-21.9%
-33.9%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.8% | -1.6% | +14.4% | +12.7% |
| 7D | -3.1% | +4.1% | -7.1% | -2.6% |
| 30D | -21.0% | -9.5% | -11.6% | -20.3% |
| 3M | -35.5% | -33.5% | -2.0% | -38.5% |
| 6M | -55.8% | -22.1% | -33.7% | -58.7% |
| All | -55.8% | -21.9% | -33.9% | -58.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling