-57.8%
WULF vs RAM
-81.3%
+23.4%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.8% | +5.3% | +7.5% | +10.7% |
| 7D | -3.1% | -37.4% | +34.3% | +14.7% |
| 30D | -21.0% | -62.0% | +40.9% | +10.3% |
| 3M | -35.5% | -52.1% | +16.7% | -17.6% |
| All | -57.8% | -81.3% | +23.4% | -39.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RAM.
Daily Out/Under-Performance
Portfolio return minus RAM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RAM 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 10y: compounded portfolio wealth divided by compounded RAM 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…
10y analysis · Full analysis span regression · Available span rolling