+1,841.8%
WULF vs BWA
+2,918.9%
-1,077.1%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.2% | -1.9% | +10.1% | +8.5% |
| 7D | +21.9% | +4.3% | +17.6% | +21.1% |
| 30D | +4.6% | -2.9% | +7.5% | +5.0% |
| 3M | -30.9% | -12.4% | -18.5% | -29.4% |
| 6M | +29.9% | +28.6% | +1.3% | +25.8% |
| YTD | +55.4% | +48.2% | +7.2% | +47.0% |
| 1Y | +94.1% | +50.9% | +43.2% | +82.8% |
| 3Y | +892.2% | +72.2% | +820.1% | +815.3% |
| 5Y | -26.7% | +91.1% | -117.8% | -33.2% |
| 10Y | +94.0% | +144.0% | -50.0% | +72.1% |
| All | +1,841.8% | +2,918.9% | -1,077.1% | +1,656.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling