+82.7%
WULF vs RF
+342.9%
-260.2%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.6% | +3.1% | +3.5% |
| 7D | +1.4% | -1.0% | +2.3% | +1.8% |
| 30D | -2.6% | -3.7% | +1.1% | -1.2% |
| 3M | -34.0% | +5.3% | -39.3% | -35.7% |
| 6M | +10.0% | +17.2% | -7.2% | +3.0% |
| YTD | +45.7% | +14.5% | +31.2% | +37.3% |
| 1Y | +57.3% | +15.9% | +41.4% | +47.8% |
| 3Y | +878.9% | +91.2% | +787.8% | +704.4% |
| 5Y | -28.3% | +90.0% | -118.3% | -40.0% |
| All | +82.7% | +342.9% | -260.2% | +46.4% |
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