+131.4%
WULF vs BX
+846.0%
-714.5%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -2.8% | -2.9% | -5.0% |
| 7D | -0.6% | -8.9% | +8.4% | +2.2% |
| 30D | -3.6% | -14.8% | +11.1% | +0.7% |
| 3M | -30.4% | +6.9% | -37.3% | -32.2% |
| 6M | +12.5% | +16.3% | -3.8% | +6.6% |
| YTD | +40.5% | -16.1% | +56.6% | +46.6% |
| 1Y | +53.0% | -26.8% | +79.8% | +65.7% |
| 3Y | +796.7% | +22.4% | +774.2% | +791.6% |
| 5Y | -30.9% | +16.0% | -46.9% | -30.3% |
| 10Y | +76.1% | +646.9% | -570.8% | +46.0% |
| All | +131.4% | +846.0% | -714.5% | +63.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling