+878.9%
WULF vs BMY
+20.6%
+858.3%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BMY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.2% | +3.9% | +3.7% |
| 7D | +1.4% | -4.8% | +6.2% | +1.9% |
| 30D | -2.6% | -0.1% | -2.5% | -2.9% |
| 3M | -34.0% | +13.1% | -47.1% | -35.3% |
| 6M | +10.0% | +8.4% | +1.6% | +8.4% |
| YTD | +45.7% | +22.0% | +23.7% | +40.3% |
| 1Y | +57.3% | +40.3% | +17.0% | +46.4% |
| 3Y | +878.9% | +20.5% | +858.4% | +1,179.2% |
| All | +878.9% | +20.6% | +858.3% | +1,179.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BMY.
Daily Out/Under-Performance
Portfolio return minus BMY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BMY 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 3y: compounded portfolio wealth divided by compounded BMY 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…
3y analysis · Full analysis span regression · 6 months rolling