+1,695.0%
WULF vs RF
+607.6%
+1,087.4%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.1% | +1.8% | +1.7% |
| 7D | +7.6% | +1.3% | +6.2% | +7.4% |
| 30D | -8.6% | -3.6% | -5.0% | -8.3% |
| 3M | -37.0% | +8.1% | -45.0% | -37.5% |
| 6M | +7.4% | +11.5% | -4.1% | +6.2% |
| YTD | +43.7% | +15.6% | +28.1% | +41.5% |
| 1Y | +86.1% | +15.7% | +70.5% | +83.3% |
| 3Y | +733.8% | +86.9% | +646.9% | +695.6% |
| 5Y | -33.6% | +89.8% | -123.4% | -36.5% |
| 10Y | +76.1% | +344.7% | -268.6% | +63.1% |
| All | +1,695.0% | +607.6% | +1,087.4% | +1,791.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling