+82.7%
WULF vs RGEN
+415.7%
-333.0%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.3% | +3.4% | +3.6% |
| 7D | +1.4% | -1.4% | +2.8% | +1.9% |
| 30D | -2.6% | -0.3% | -2.3% | -2.6% |
| 3M | -34.0% | +23.9% | -57.9% | -38.8% |
| 6M | +10.0% | +38.5% | -28.6% | -1.9% |
| YTD | +45.7% | +0.8% | +44.9% | +43.1% |
| 1Y | +57.3% | +38.2% | +19.1% | +39.1% |
| 3Y | +878.9% | +1.3% | +877.6% | +828.6% |
| 5Y | -28.3% | -44.0% | +15.7% | -28.5% |
| All | +82.7% | +415.7% | -333.0% | +81.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RGEN.
Daily Out/Under-Performance
Portfolio return minus RGEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RGEN 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 RGEN 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