+97.2%
WULF vs RBLX
-29.5%
+126.6%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.4% | +2.3% | +3.2% |
| 7D | +1.4% | +5.1% | -3.7% | -0.5% |
| 30D | -2.6% | +28.0% | -30.6% | -12.0% |
| 3M | -34.0% | +4.6% | -38.6% | -38.0% |
| 6M | +10.0% | -24.7% | +34.6% | +15.6% |
| YTD | +45.7% | -43.8% | +89.5% | +73.2% |
| 1Y | +57.3% | -65.8% | +123.1% | +127.3% |
| 3Y | +878.9% | +59.4% | +819.6% | +649.8% |
| 5Y | -28.3% | -48.2% | +19.9% | -36.9% |
| All | +97.2% | -29.5% | +126.6% | +77.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling