+82.7%
WULF vs BRO
+294.2%
-211.6%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.2% | +3.9% | +3.7% |
| 7D | +1.4% | -7.3% | +8.7% | +2.1% |
| 30D | -2.6% | -6.9% | +4.2% | -2.1% |
| 3M | -34.0% | +10.7% | -44.6% | -35.8% |
| 6M | +10.0% | -2.7% | +12.7% | +9.2% |
| YTD | +45.7% | -16.3% | +62.0% | +48.6% |
| 1Y | +57.3% | -29.1% | +86.4% | +66.9% |
| 3Y | +878.9% | -7.8% | +886.8% | +863.3% |
| 5Y | -28.3% | +18.7% | -47.0% | -33.0% |
| All | +82.7% | +294.2% | -211.6% | +95.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling