+82.7%
WULF vs WBD
+15.0%
+67.7%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WBD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.6% | +4.3% | +3.9% |
| 7D | +1.4% | -0.7% | +2.1% | +1.6% |
| 30D | -2.6% | +1.4% | -4.0% | -3.1% |
| 3M | -34.0% | +4.4% | -38.4% | -35.0% |
| 6M | +10.0% | +0.8% | +9.2% | +9.5% |
| YTD | +45.7% | -2.7% | +48.4% | +46.7% |
| 1Y | +57.3% | +73.4% | -16.1% | +31.8% |
| 3Y | +878.9% | +142.1% | +736.8% | +612.7% |
| 5Y | -28.3% | +7.2% | -35.5% | -44.1% |
| All | +82.7% | +15.0% | +67.7% | +36.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WBD.
Daily Out/Under-Performance
Portfolio return minus WBD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WBD 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 10y: compounded portfolio wealth divided by compounded WBD 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…
10y analysis · Full analysis span regression · 6 months rolling