-22.1%
WULF vs BWA
+17.4%
-39.4%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | -2.5% | -4.1% | -4.9% |
| 7D | -12.8% | -9.9% | -2.9% | -6.4% |
| 30D | -20.9% | -16.4% | -4.5% | -10.5% |
| 3M | -38.0% | -19.8% | -18.2% | -28.5% |
| 6M | -47.5% | -10.0% | -37.5% | -40.6% |
| YTD | +1.8% | +12.7% | -10.9% | +2.4% |
| 1Y | -22.1% | +15.7% | -37.7% | -22.0% |
| All | -22.1% | +17.4% | -39.4% | -22.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BWA.
Daily Out/Under-Performance
Portfolio return minus BWA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BWA 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 BWA 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