+2,096.2%
WULF vs BAM
+67.8%
+2,028.3%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -2.4% | -1.7% | -1.7% |
| 7D | +15.6% | -3.9% | +19.5% | +20.2% |
| 30D | +5.7% | -8.8% | +14.6% | +15.0% |
| 3M | -32.3% | +2.2% | -34.5% | -35.5% |
| 6M | +23.7% | +5.9% | +17.8% | +12.8% |
| YTD | +49.1% | -6.1% | +55.2% | +54.1% |
| 1Y | +66.3% | -11.6% | +77.9% | +84.6% |
| 3Y | +851.7% | +51.7% | +800.0% | +593.5% |
| All | +2,096.2% | +67.8% | +2,028.3% | +1,389.5% |
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