+82.7%
WULF vs RCAT
-98.5%
+181.2%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -1.5% | +5.2% | +3.7% |
| 7D | +1.4% | -4.9% | +6.3% | +1.5% |
| 30D | -2.6% | -22.9% | +20.3% | -2.2% |
| 3M | -34.0% | -33.7% | -0.2% | -33.5% |
| 6M | +10.0% | -50.7% | +60.7% | +11.0% |
| YTD | +45.7% | +0.4% | +45.3% | +45.5% |
| 1Y | +57.3% | -27.6% | +85.0% | +57.7% |
| 3Y | +878.9% | +753.2% | +125.8% | +861.7% |
| 5Y | -28.3% | +183.3% | -211.6% | -29.5% |
| All | +82.7% | -98.5% | +181.2% | +88.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RCAT.
Daily Out/Under-Performance
Portfolio return minus RCAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RCAT 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 10y: compounded portfolio wealth divided by compounded RCAT 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…
10y analysis · Full analysis span regression · 6 months rolling