+52.4%
RSP vs WULF
+851.7%
-799.2%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WULF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -4.1% | +3.1% | -0.8% |
| 7D | -1.8% | +15.6% | -17.4% | -2.4% |
| 30D | -2.5% | +5.7% | -8.3% | -2.9% |
| 3M | +3.0% | -32.3% | +35.3% | +4.3% |
| 6M | +8.9% | +23.7% | -14.8% | +7.1% |
| YTD | +13.0% | +49.1% | -36.1% | +9.8% |
| 1Y | +16.2% | +66.3% | -50.1% | +11.8% |
| All | +52.4% | +851.7% | -799.2% | +28.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WULF.
Daily Out/Under-Performance
Portfolio return minus WULF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WULF 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 WULF 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