+86.1%
WULF vs BX
-15.8%
+101.9%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.1% | +2.8% | +2.2% |
| 7D | +7.6% | -4.4% | +11.9% | +9.5% |
| 30D | -8.6% | +0.1% | -8.7% | -9.5% |
| 3M | -37.0% | +16.0% | -53.0% | -42.2% |
| 6M | +7.4% | +21.6% | -14.2% | -3.8% |
| YTD | +43.7% | -8.9% | +52.6% | +48.9% |
| 1Y | +86.1% | -16.6% | +102.7% | +100.2% |
| All | +86.1% | -15.8% | +101.9% | +100.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BX.
Daily Out/Under-Performance
Portfolio return minus BX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BX 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 1y: compounded portfolio wealth divided by compounded BX 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…
1y analysis · Full analysis span regression · 6 months rolling