+86.1%
WULF vs RDW
+24.9%
+61.2%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.5% | +0.2% | +1.2% |
| 7D | +7.6% | -3.1% | +10.7% | +8.6% |
| 30D | -8.6% | -1.8% | -6.9% | -8.8% |
| 3M | -37.0% | -50.9% | +13.9% | -24.9% |
| 6M | +7.4% | +13.5% | -6.1% | -5.3% |
| YTD | +43.7% | +38.6% | +5.1% | +20.3% |
| 1Y | +86.1% | +28.3% | +57.9% | +57.4% |
| All | +86.1% | +24.9% | +61.2% | +57.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RDW.
Daily Out/Under-Performance
Portfolio return minus RDW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RDW 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 RDW 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