+1,762.4%
WULF vs BMY
+1,560.9%
+201.5%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.4% | -3.7% | -4.1% |
| 7D | +15.6% | -4.8% | +20.4% | +16.0% |
| 30D | +5.7% | -0.7% | +6.4% | +5.7% |
| 3M | -32.3% | +15.3% | -47.6% | -33.2% |
| 6M | +23.7% | +8.5% | +15.1% | +22.5% |
| YTD | +49.1% | +23.4% | +25.6% | +46.0% |
| 1Y | +66.3% | +42.9% | +23.4% | +60.6% |
| 3Y | +851.7% | +22.0% | +829.7% | +828.5% |
| 5Y | -30.9% | +24.3% | -55.3% | -33.1% |
| 10Y | +86.9% | +64.6% | +22.3% | +75.8% |
| All | +1,762.4% | +1,560.9% | +201.5% | +1,538.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling