+3.2%
WULF vs BAM
-1.5%
+4.7%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -2.2% | -0.2% | -1.0% |
| 7D | +29.4% | -2.0% | +31.4% | +31.1% |
| 30D | -1.3% | +13.7% | -15.0% | -10.6% |
| 3M | -24.1% | -4.8% | -19.4% | -21.9% |
| 6M | -42.8% | +7.6% | -50.4% | -47.3% |
| YTD | +13.5% | +1.2% | +12.3% | +9.7% |
| 1Y | +3.2% | -2.3% | +5.4% | +6.5% |
| All | +3.2% | -1.5% | +4.7% | +6.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling