+494.9%
WULF vs PBR
+1,899.4%
-1,404.5%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.8% | +4.6% | +3.8% |
| 7D | +1.4% | +5.4% | -4.0% | +0.8% |
| 30D | -2.6% | +22.9% | -25.5% | -4.9% |
| 3M | -34.0% | +19.6% | -53.6% | -35.4% |
| 6M | +10.0% | +16.5% | -6.5% | +7.6% |
| YTD | +45.7% | +86.7% | -41.0% | +35.3% |
| 1Y | +57.3% | +74.7% | -17.4% | +46.9% |
| 3Y | +878.9% | +102.6% | +776.4% | +800.6% |
| 5Y | -28.3% | +566.6% | -594.9% | -40.3% |
| 10Y | +82.7% | +686.1% | -603.4% | +45.6% |
| All | +494.9% | +1,899.4% | -1,404.5% | +398.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling