+86.1%
WULF vs BRKR
+100.6%
-14.4%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BRKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.5% | +3.3% | +2.1% |
| 7D | +7.6% | +2.5% | +5.1% | +6.8% |
| 30D | -8.6% | +11.5% | -20.1% | -11.2% |
| 3M | -37.0% | -2.4% | -34.6% | -37.2% |
| 6M | +7.4% | +52.3% | -44.9% | -8.2% |
| YTD | +43.7% | +24.5% | +19.2% | +24.0% |
| 1Y | +86.1% | +97.3% | -11.2% | +65.7% |
| All | +86.1% | +100.6% | -14.4% | +65.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BRKR.
Daily Out/Under-Performance
Portfolio return minus BRKR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BRKR 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 1y: compounded portfolio wealth divided by compounded BRKR 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…
1y analysis · Full analysis span regression · 6 months rolling