-26.7%
WULF vs RF
+89.9%
-116.7%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.2% | -1.2% | +9.3% | +9.2% |
| 7D | +21.9% | +2.7% | +19.2% | +19.2% |
| 30D | +4.6% | -3.4% | +7.9% | +7.5% |
| 3M | -30.9% | +6.4% | -37.3% | -35.5% |
| 6M | +29.9% | +13.4% | +16.5% | +14.8% |
| YTD | +55.4% | +14.2% | +41.2% | +35.2% |
| 1Y | +94.1% | +15.7% | +78.4% | +66.9% |
| 3Y | +892.2% | +91.3% | +800.9% | +501.2% |
| 5Y | -26.7% | +89.8% | -116.5% | -48.9% |
| All | -26.7% | +89.9% | -116.7% | -48.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling