+901.8%
WULF vs RBA
+26.3%
+875.5%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.7% | -3.4% | -3.6% |
| 7D | +15.6% | -1.9% | +17.5% | +17.0% |
| 30D | +5.7% | -13.0% | +18.7% | +15.6% |
| 3M | -32.3% | -23.1% | -9.2% | -21.5% |
| 6M | +23.7% | -22.6% | +46.3% | +41.7% |
| YTD | +49.1% | -20.4% | +69.5% | +63.2% |
| 1Y | +66.3% | -29.6% | +95.9% | +105.7% |
| All | +901.8% | +26.3% | +875.5% | +696.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling