+1,571.8%
WULF vs BAM
+80.8%
+1,491.0%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -2.2% | -0.2% | -0.2% |
| 7D | +29.4% | -2.0% | +31.4% | +32.1% |
| 30D | -1.3% | +13.7% | -15.0% | -14.9% |
| 3M | -24.1% | -4.8% | -19.4% | -22.0% |
| 6M | -42.8% | +7.6% | -50.4% | -49.2% |
| YTD | +13.5% | +1.2% | +12.3% | +7.2% |
| 1Y | +3.2% | -2.3% | +5.4% | +2.0% |
| 3Y | +1,230.6% | +84.1% | +1,146.5% | +734.2% |
| All | +1,571.8% | +80.8% | +1,491.0% | +935.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BAM.
Daily Out/Under-Performance
Portfolio return minus BAM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAM 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 BAM 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