-22.1%
WULF vs BX
-8.3%
-13.7%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | +6.2% | -12.9% | -8.6% |
| 7D | -12.8% | +8.3% | -21.1% | -15.4% |
| 30D | -20.9% | +13.5% | -34.4% | -25.0% |
| 3M | -38.0% | -7.6% | -30.4% | -36.4% |
| 6M | -47.5% | +4.0% | -51.5% | -49.1% |
| YTD | +1.8% | -15.2% | +17.0% | +8.4% |
| 1Y | -22.1% | -8.5% | -13.6% | -18.8% |
| All | -22.1% | -8.3% | -13.7% | -18.8% |
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