+449.8%
WULF vs BRKR
+168.6%
+281.2%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BRKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | -1.4% | -6.1% | -7.5% |
| 7D | -6.3% | -10.0% | +3.7% | -5.5% |
| 30D | -11.0% | -8.7% | -2.3% | -10.3% |
| 3M | -40.6% | -2.8% | -37.8% | -40.7% |
| 6M | +5.5% | +56.4% | -50.9% | +1.7% |
| YTD | +34.6% | +12.0% | +22.6% | +32.8% |
| 1Y | +43.8% | +71.2% | -27.4% | +37.5% |
| 3Y | +794.2% | -21.1% | +815.3% | +795.1% |
| 5Y | -32.1% | -37.6% | +5.5% | -31.6% |
| 10Y | +68.8% | +147.4% | -78.6% | +66.3% |
| All | +449.8% | +168.6% | +281.2% | +431.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling