-23.8%
WULF vs BROS
+41.2%
-65.0%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.2% | -1.5% | +9.7% | +8.7% |
| 7D | +21.9% | -0.9% | +22.8% | +22.0% |
| 30D | +4.6% | -13.5% | +18.0% | +9.5% |
| 3M | -30.9% | -18.4% | -12.5% | -27.3% |
| 6M | +29.9% | -10.6% | +40.5% | +32.5% |
| YTD | +55.4% | -25.1% | +80.5% | +68.0% |
| 1Y | +94.1% | -28.6% | +122.8% | +111.7% |
| 3Y | +892.2% | +65.6% | +826.7% | +700.7% |
| All | -23.8% | +41.2% | -65.0% | -35.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling