-62.6%
WULF vs RAM
-82.2%
+19.6%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | RAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.8% | -32.5% | +18.6% | -1.3% |
| 7D | -20.9% | -49.5% | +28.5% | +1.1% |
| 30D | -32.7% | -63.2% | +30.6% | -4.7% |
| 3M | -44.2% | -58.5% | +14.3% | -25.4% |
| All | -62.6% | -82.2% | +19.6% | -45.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · Available span rolling