+878.9%
WULF vs BX
+25.1%
+853.9%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +2.5% | +1.2% | +1.2% |
| 7D | +1.4% | -5.6% | +7.0% | +7.5% |
| 30D | -2.6% | -12.2% | +9.6% | +10.1% |
| 3M | -34.0% | +7.4% | -41.4% | -41.5% |
| 6M | +10.0% | +22.2% | -12.2% | -18.8% |
| YTD | +45.7% | -14.0% | +59.7% | +63.9% |
| 1Y | +57.3% | -27.3% | +84.6% | +117.2% |
| 3Y | +878.9% | +24.5% | +854.4% | +714.8% |
| All | +878.9% | +25.1% | +853.9% | +714.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling