-24.7%
WULF vs BX
+17.9%
-42.7%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +2.5% | +1.2% | +1.3% |
| 7D | +1.4% | -5.6% | +7.0% | +7.4% |
| 30D | -2.6% | -12.2% | +9.6% | +9.7% |
| 3M | -34.0% | +7.4% | -41.4% | -40.9% |
| 6M | +10.0% | +22.2% | -12.2% | -16.3% |
| YTD | +45.7% | -14.0% | +59.7% | +60.5% |
| 1Y | +57.3% | -27.3% | +84.6% | +105.6% |
| 3Y | +878.9% | +24.5% | +854.4% | +689.0% |
| All | -24.7% | +17.9% | -42.7% | -37.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling