-34.4%
WULF vs RBLX
-54.4%
+20.1%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.8% | -3.4% | -10.5% | -12.8% |
| 7D | -20.9% | -9.2% | -11.8% | -18.8% |
| 30D | -32.7% | +4.6% | -37.3% | -33.6% |
| 3M | -44.2% | +31.7% | -75.9% | -49.5% |
| 6M | -57.1% | +8.2% | -65.3% | -61.3% |
| YTD | -12.3% | -41.2% | +28.9% | +10.2% |
| 1Y | -34.4% | -53.4% | +19.0% | +1.1% |
| All | -34.4% | -54.4% | +20.1% | +1.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RBLX.
Daily Out/Under-Performance
Portfolio return minus RBLX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RBLX 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 RBLX 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