-30.9%
WULF vs REPL
-58.5%
+27.6%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -8.4% | +2.6% | -5.4% |
| 7D | -0.6% | -13.4% | +12.9% | +0.1% |
| 30D | -3.6% | -3.0% | -0.6% | -3.7% |
| 3M | -30.4% | +56.3% | -86.7% | -33.5% |
| 6M | +12.5% | +60.9% | -48.4% | +1.4% |
| YTD | +40.5% | +36.2% | +4.3% | +27.4% |
| 1Y | +53.0% | +121.0% | -68.0% | +29.2% |
| 3Y | +796.7% | -32.8% | +829.5% | +607.1% |
| 5Y | -30.9% | -58.7% | +27.8% | -44.5% |
| All | -30.9% | -58.5% | +27.6% | -44.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling