+86.1%
WULF vs BROS
-35.3%
+121.4%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.7% | +1.0% | +1.4% |
| 7D | +7.6% | -6.7% | +14.2% | +10.4% |
| 30D | -8.6% | -29.1% | +20.4% | +4.2% |
| 3M | -37.0% | -16.7% | -20.3% | -34.5% |
| 6M | +7.4% | -11.6% | +19.0% | +7.6% |
| YTD | +43.7% | -23.9% | +67.6% | +48.6% |
| 1Y | +86.1% | -34.8% | +120.9% | +77.8% |
| All | +86.1% | -35.3% | +121.4% | +77.8% |
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