+66.3%
WULF vs BAM
-12.6%
+78.9%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -2.4% | -1.7% | -2.3% |
| 7D | +15.6% | -3.9% | +19.5% | +18.9% |
| 30D | +5.7% | -8.8% | +14.6% | +12.4% |
| 3M | -32.3% | +2.2% | -34.5% | -35.3% |
| 6M | +23.7% | +5.9% | +17.8% | +13.2% |
| YTD | +49.1% | -6.1% | +55.2% | +53.1% |
| 1Y | +66.3% | -11.6% | +77.9% | +81.6% |
| All | +66.3% | -12.6% | +78.9% | +81.6% |
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