+12.5%
WULF vs PBR
+24.5%
-12.1%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +2.2% | -7.9% | -5.5% |
| 7D | -0.6% | +4.2% | -4.8% | -0.2% |
| 30D | -3.6% | +22.7% | -26.4% | -1.5% |
| 3M | -30.4% | +21.5% | -51.9% | -29.0% |
| 6M | +12.5% | +24.0% | -11.5% | +5.3% |
| All | +12.5% | +24.5% | -12.1% | +5.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling