-19.8%
WULF vs BURL
+1,015.7%
-1,035.5%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.9% | +4.2% | +4.7% | +7.8% |
| 7D | +13.2% | +7.7% | +5.5% | +10.9% |
| 30D | -10.1% | -7.1% | -2.9% | -8.6% |
| 3M | -27.5% | -30.3% | +2.8% | -20.8% |
| 6M | -47.1% | -15.5% | -31.5% | -45.6% |
| YTD | +7.7% | -11.0% | +18.7% | +9.5% |
| 1Y | -11.2% | -8.4% | -2.8% | -11.5% |
| 3Y | +1,217.0% | +96.7% | +1,120.3% | +998.4% |
| 5Y | -57.0% | -14.1% | -43.0% | -60.9% |
| 10Y | +32.0% | +255.1% | -223.0% | +17.8% |
| All | -19.8% | +1,015.7% | -1,035.5% | -27.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling