+1,352.5%
WULF vs RF
+566.2%
+786.3%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | -0.2% | +6.6% | +6.4% |
| 7D | +14.2% | -1.3% | +15.5% | +14.4% |
| 30D | -0.1% | +4.6% | -4.7% | -0.6% |
| 3M | -20.2% | -8.4% | -11.8% | -19.5% |
| 6M | -42.8% | +8.9% | -51.7% | -43.4% |
| YTD | +16.3% | +8.8% | +7.5% | +15.2% |
| 1Y | +8.0% | +18.9% | -10.9% | +6.0% |
| 3Y | +1,263.3% | +116.0% | +1,147.3% | +1,191.2% |
| 5Y | -53.5% | +46.0% | -99.5% | -54.9% |
| 10Y | +42.6% | +231.7% | -189.1% | +33.8% |
| All | +1,352.5% | +566.2% | +786.3% | +1,439.4% |
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 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