+454.8%
WULF vs RBA
+3,492.7%
-3,037.9%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.2% | -2.0% | +10.2% | +8.5% |
| 7D | +21.9% | -1.1% | +23.0% | +22.1% |
| 30D | +4.6% | -13.2% | +17.8% | +7.1% |
| 3M | -30.9% | -21.4% | -9.6% | -28.3% |
| 6M | +29.9% | -20.9% | +50.8% | +34.6% |
| YTD | +55.4% | -19.9% | +75.3% | +60.6% |
| 1Y | +94.1% | -28.7% | +122.8% | +104.9% |
| 3Y | +892.2% | +27.4% | +864.8% | +864.9% |
| 5Y | -26.7% | +41.7% | -68.5% | -30.0% |
| 10Y | +94.0% | +189.6% | -95.6% | +70.3% |
| All | +454.8% | +3,492.7% | -3,037.9% | +392.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling