-30.9%
WULF vs RBA
+39.8%
-70.7%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.7% | -3.4% | -3.7% |
| 7D | +15.6% | -1.9% | +17.5% | +16.8% |
| 30D | +5.7% | -13.0% | +18.7% | +13.7% |
| 3M | -32.3% | -23.1% | -9.2% | -23.2% |
| 6M | +23.7% | -22.6% | +46.3% | +39.2% |
| YTD | +49.1% | -20.4% | +69.5% | +63.1% |
| 1Y | +66.3% | -29.6% | +95.9% | +97.5% |
| 3Y | +851.7% | +26.6% | +825.1% | +726.7% |
| 5Y | -30.9% | +38.2% | -69.1% | -44.3% |
| All | -30.9% | +39.8% | -70.7% | -44.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling