-22.1%
WULF vs BROS
-18.6%
-3.4%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | +0.9% | -7.6% | -7.0% |
| 7D | -12.8% | +2.5% | -15.3% | -13.9% |
| 30D | -20.9% | +15.1% | -36.0% | -26.1% |
| 3M | -38.0% | -31.4% | -6.6% | -27.2% |
| 6M | -47.5% | -22.6% | -24.9% | -43.9% |
| YTD | +1.8% | -28.1% | +30.0% | +8.5% |
| 1Y | -22.1% | -20.3% | -1.8% | -22.4% |
| All | -22.1% | -18.6% | -3.4% | -22.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BROS.
Daily Out/Under-Performance
Portfolio return minus BROS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BROS 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 BROS 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