-22.1%
WULF vs RCL
+27.6%
-49.6%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | +6.4% | -13.0% | -9.1% |
| 7D | -12.8% | +11.7% | -24.5% | -17.4% |
| 30D | -20.9% | +21.1% | -42.0% | -27.6% |
| 3M | -38.0% | +2.9% | -40.9% | -39.2% |
| 6M | -47.5% | +29.8% | -77.3% | -53.5% |
| YTD | +1.8% | +21.4% | -19.6% | -5.3% |
| 1Y | -22.1% | +32.0% | -54.1% | -29.8% |
| All | -22.1% | +27.6% | -49.6% | -29.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RCL.
Daily Out/Under-Performance
Portfolio return minus RCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RCL 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 RCL 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