-28.6%
WULF vs BROS
+35.1%
-63.7%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.1% | +2.7% | +3.4% |
| 7D | +1.4% | -5.8% | +7.1% | +3.5% |
| 30D | -2.6% | -14.0% | +11.3% | +2.3% |
| 3M | -34.0% | -32.5% | -1.5% | -25.6% |
| 6M | +10.0% | -14.9% | +24.9% | +14.2% |
| YTD | +45.7% | -28.3% | +74.0% | +59.9% |
| 1Y | +57.3% | -34.0% | +91.3% | +76.2% |
| 3Y | +878.9% | +63.0% | +816.0% | +696.2% |
| All | -28.6% | +35.1% | -63.7% | -38.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling