+57.3%
WULF vs RBLX
-66.3%
+123.6%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.4% | +2.3% | +3.3% |
| 7D | +1.4% | +5.1% | -3.7% | -0.1% |
| 30D | -2.6% | +28.0% | -30.6% | -10.1% |
| 3M | -34.0% | +4.6% | -38.6% | -38.1% |
| 6M | +10.0% | -24.7% | +34.6% | +19.0% |
| YTD | +45.7% | -43.8% | +89.5% | +79.7% |
| 1Y | +57.3% | -65.8% | +123.1% | +124.4% |
| All | +57.3% | -66.3% | +123.6% | +124.4% |
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