+843.9%
WULF vs BROS
+57.4%
+786.5%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -3.4% | -2.4% | -4.3% |
| 7D | -0.6% | -6.1% | +5.5% | +2.2% |
| 30D | -3.6% | -12.4% | +8.7% | +1.7% |
| 3M | -30.4% | -27.9% | -2.5% | -21.6% |
| 6M | +12.5% | -16.8% | +29.3% | +18.2% |
| YTD | +40.5% | -29.0% | +69.5% | +57.5% |
| 1Y | +53.0% | -33.2% | +86.2% | +74.3% |
| All | +843.9% | +57.4% | +786.5% | +512.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling