-23.8%
WULF vs BRO
-5.3%
-18.5%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | +4.5% | -11.1% | -2.1% |
| 7D | -12.8% | +12.4% | -25.3% | -1.1% |
| 30D | -20.9% | +21.6% | -42.5% | -2.5% |
| 3M | -38.0% | +4.3% | -42.4% | -33.0% |
| 6M | -47.5% | +29.2% | -76.7% | -32.5% |
| YTD | +1.8% | -6.4% | +8.2% | +1.4% |
| All | -23.8% | -5.3% | -18.5% | -22.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BRO.
Daily Out/Under-Performance
Portfolio return minus BRO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BRO 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 BRO 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