The Avalanche are 9-1 in shootouts and 2-0 in overtime, but their 18-37 record in regulation has them in last place in the Western Conference.
"There's a lot of things you can go back on in a year," Avalanche coach Tony Granato said. "I'm sure every team is thinking the same thing right now."
"The standings will change every day, every night," Backstrom said. "One point is better than nothing, but we have to go out and get two points every night."
Colorado's solid effort Thursday made sure the Wild didn't get two points. Minnesota was outshot 41-17, and Budaj only had to make four of his 16 saves in the third period and overtime.
"We totally deserved to win because we outplayed them," Budaj said. "In the third and overtime I think we dominated them. Backstrom made some big saves."
The Wild opened the scoring on their second power play. Bergeron scored on a one-timer from the point with 9:45 left in the first period, his 10th goal of the season.
A little more than a minute later, Cal Clutterbuck nearly gave Minnesota a 2-0 lead, but Budaj made the save.
John-Michael Liles tied it 37 seconds into the second period. With Martin Skoula off for holding the stick, Liles blasted a slap shot from the point past Backstrom for his ninth goal and fifth on the power play.
"In the beginning of the second we knew we had to take advantage of that power play," Liles said. "I tried to put as much as possible behind it as I've got, which isn't a ton, but I was able to sneak one past him."
Minnesota had a chance to take control in the second period. Cody McCormick took a double minor for high-sticking with 9:13 left, then Ryan Smyth was called for hooking with 7 seconds left in McCormick's second penalty. In the 5:17 of power play time, which ended with a Minnesota penalty for too many men on the ice, the Wild managed just one shot.
"What we need to change is our power play," said Wild coach Jacques Lemaire, whose team was 1-for-5 with the advantage. "We didn't play with any emotion when we were on the power play. We wanted to get better and we were worse."
Minnesota generated few chances after the halfway point of the second period and were outshot 17-4 in the third period and overtime.
"There is no excuse for this," center Mikko Koivu said. "There is no reason to play like we did. We are in a playoff race, and every point is important right now. We can't be satisfied with this game. We have to be honest about it. We weren't very good and not very excited."
Wolski is 8-for-9 in shootout attempts this season. ... Colorado D Adam Foote sustained a head injury in the first period after a check by Clutterbuck and didn't return. ... Colorado D Ruslan Salei's penalty for holding the stick midway through the first period was the 1,000th penalty minute of his career. ... The Avalanche have played 36 one-goal games this season, matching Anaheim for the NHL lead.