+82.7%
WULF vs BWA
+156.8%
-74.1%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.5% | +2.3% | +3.1% |
| 7D | +1.4% | -1.3% | +2.7% | +1.9% |
| 30D | -2.6% | -2.9% | +0.3% | -1.5% |
| 3M | -34.0% | -10.7% | -23.2% | -31.0% |
| 6M | +10.0% | +26.5% | -16.5% | +2.0% |
| YTD | +45.7% | +49.1% | -3.4% | +25.7% |
| 1Y | +57.3% | +52.1% | +5.3% | +34.1% |
| 3Y | +878.9% | +72.6% | +806.4% | +683.2% |
| 5Y | -28.3% | +89.4% | -117.7% | -44.8% |
| All | +82.7% | +156.8% | -74.1% | +48.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling