+2,016.7%
WULF vs BAM
+78.0%
+1,938.7%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.6% | +1.1% | +1.1% |
| 7D | +7.6% | -2.0% | +9.5% | +9.9% |
| 30D | -8.6% | -2.9% | -5.7% | -6.6% |
| 3M | -37.0% | +9.4% | -46.3% | -43.9% |
| 6M | +7.4% | +10.8% | -3.3% | -5.9% |
| YTD | +43.7% | -0.4% | +44.1% | +40.3% |
| 1Y | +86.1% | -10.9% | +97.0% | +105.9% |
| 3Y | +733.8% | +61.3% | +672.6% | +473.4% |
| All | +2,016.7% | +78.0% | +1,938.7% | +1,255.9% |
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