+34.1%
WULF vs RF
+248.4%
-214.3%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.8% | +2.2% | +1.8% |
| 7D | +0.2% | +0.3% | -0.1% | +0.2% |
| 30D | -8.8% | +6.2% | -15.0% | -11.0% |
| 3M | -22.5% | -7.8% | -14.6% | -20.1% |
| 6M | -46.3% | +5.9% | -52.2% | -48.0% |
| YTD | +9.3% | +9.0% | +0.3% | +4.8% |
| 1Y | -12.2% | +19.3% | -31.4% | -18.6% |
| 3Y | +1,181.6% | +116.4% | +1,065.2% | +926.7% |
| 5Y | -55.4% | +46.0% | -101.4% | -61.1% |
| 10Y | +34.1% | +239.8% | -205.7% | +17.2% |
| All | +34.1% | +248.4% | -214.3% | +17.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RF.
Daily Out/Under-Performance
Portfolio return minus RF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RF 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 10y: compounded portfolio wealth divided by compounded RF 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…
10y analysis · Full analysis span regression · 6 months rolling