+878.9%
WULF vs PBR
+99.7%
+779.2%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.8% | +4.6% | +4.0% |
| 7D | +1.4% | +5.4% | -4.0% | -0.5% |
| 30D | -2.6% | +22.9% | -25.5% | -10.1% |
| 3M | -34.0% | +19.6% | -53.6% | -38.7% |
| 6M | +10.0% | +16.5% | -6.5% | +0.5% |
| YTD | +45.7% | +86.7% | -41.0% | +5.3% |
| 1Y | +57.3% | +74.7% | -17.4% | +16.1% |
| 3Y | +878.9% | +102.6% | +776.4% | +486.8% |
| All | +878.9% | +99.7% | +779.2% | +486.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PBR.
Daily Out/Under-Performance
Portfolio return minus PBR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PBR 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 PBR 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