+797.3%
WULF vs RF
+92.1%
+705.2%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.1% | +1.8% | +1.8% |
| 7D | +7.6% | +1.3% | +6.2% | +6.2% |
| 30D | -8.6% | -3.6% | -5.0% | -5.0% |
| 3M | -37.0% | +8.1% | -45.0% | -43.3% |
| 6M | +7.4% | +11.5% | -4.1% | -6.5% |
| YTD | +43.7% | +15.6% | +28.1% | +17.7% |
| 1Y | +86.1% | +15.7% | +70.5% | +51.9% |
| All | +797.3% | +92.1% | +705.2% | +372.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling