+2,189.7%
WULF vs BAM
+71.9%
+2,117.9%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.2% | -3.4% | +11.6% | +11.7% |
| 7D | +21.9% | -1.6% | +23.5% | +23.6% |
| 30D | +4.6% | -6.0% | +10.6% | +10.0% |
| 3M | -30.9% | +7.3% | -38.3% | -37.7% |
| 6M | +29.9% | +8.2% | +21.7% | +15.8% |
| YTD | +55.4% | -3.8% | +59.3% | +56.7% |
| 1Y | +94.1% | -10.7% | +104.9% | +113.1% |
| 3Y | +892.2% | +55.3% | +836.9% | +605.2% |
| All | +2,189.7% | +71.9% | +2,117.9% | +1,414.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling