+82.7%
WULF vs RCL
+346.0%
-263.3%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-11 to 2026-09-11.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.4% | +3.3% | +3.6% |
| 7D | +1.4% | -1.9% | +3.3% | +2.0% |
| 30D | -2.6% | -15.5% | +12.9% | +2.7% |
| 3M | -34.0% | -9.7% | -24.3% | -32.1% |
| 6M | +10.0% | -8.7% | +18.7% | +13.3% |
| YTD | +45.7% | -5.8% | +51.4% | +47.0% |
| 1Y | +57.3% | -24.5% | +81.8% | +68.6% |
| 3Y | +878.9% | +173.9% | +705.0% | +660.1% |
| 5Y | -28.3% | +228.0% | -256.3% | -49.6% |
| All | +82.7% | +346.0% | -263.3% | +24.8% |
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 2016-09-11 to 2026-09-11: 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…
2016-09-11 to 2026-09-11 analysis · Full analysis span regression · 6 months rolling