-22.1%
WULF vs RBA
-2.0%
-20.1%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | +2.1% | -8.7% | -6.6% |
| 7D | -12.8% | +12.7% | -25.5% | -13.3% |
| 30D | -20.9% | +15.5% | -36.4% | -21.5% |
| 3M | -38.0% | -14.0% | -24.0% | -34.4% |
| 6M | -47.5% | -8.8% | -38.7% | -46.4% |
| YTD | +1.8% | -6.9% | +8.8% | -0.1% |
| 1Y | -22.1% | -3.0% | -19.1% | -24.3% |
| All | -22.1% | -2.0% | -20.1% | -24.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RBA.
Daily Out/Under-Performance
Portfolio return minus RBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RBA 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 1y: compounded portfolio wealth divided by compounded RBA 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…
1y analysis · Full analysis span regression · 6 months rolling