+901.8%
WULF vs REPL
-27.0%
+928.8%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -2.2% | -1.9% | -4.0% |
| 7D | +15.6% | -9.6% | +25.2% | +15.9% |
| 30D | +5.7% | +5.7% | 0.0% | +5.5% |
| 3M | -32.3% | +56.4% | -88.7% | -34.1% |
| 6M | +23.7% | +67.4% | -43.8% | +15.8% |
| YTD | +49.1% | +48.7% | +0.4% | +39.9% |
| 1Y | +66.3% | +148.3% | -82.0% | +49.1% |
| All | +901.8% | -27.0% | +928.8% | +659.9% |
Cumulative growth
Daily Returns
Daily percentage return beside REPL.
Daily Out/Under-Performance
Portfolio return minus REPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × REPL 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 3y: compounded portfolio wealth divided by compounded REPL 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…
3y analysis · Full analysis span regression · 6 months rolling