+1,517.9%
WULF vs BAM
+81.2%
+1,436.7%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.2% | -3.5% | -3.5% |
| 7D | +11.0% | -2.7% | +13.7% | +14.0% |
| 30D | +9.4% | +15.5% | -6.2% | -7.4% |
| 3M | -22.6% | -6.9% | -15.8% | -18.4% |
| 6M | -45.4% | +9.9% | -55.3% | -52.6% |
| YTD | +9.8% | +1.4% | +8.4% | +3.5% |
| 1Y | +8.0% | +3.3% | +4.8% | +0.2% |
| 3Y | +1,149.5% | +83.6% | +1,065.9% | +683.6% |
| All | +1,517.9% | +81.2% | +1,436.7% | +900.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling