+10.0%
WULF vs RBLX
-23.5%
+33.5%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | RBLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.4% | +2.3% | +3.6% |
| 7D | +1.4% | +5.1% | -3.7% | +0.8% |
| 30D | -2.6% | +28.0% | -30.6% | -5.2% |
| 3M | -34.0% | +4.6% | -38.6% | -35.4% |
| 6M | +10.0% | -24.7% | +34.6% | +18.2% |
| All | +10.0% | -23.5% | +33.5% | +18.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling