-24.7%
WULF vs RGEN
-44.2%
+19.4%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.3% | +3.4% | +3.6% |
| 7D | +1.4% | -1.4% | +2.8% | +2.1% |
| 30D | -2.6% | -0.3% | -2.3% | -2.6% |
| 3M | -34.0% | +23.9% | -57.9% | -41.8% |
| 6M | +10.0% | +38.5% | -28.6% | -9.2% |
| YTD | +45.7% | +0.8% | +44.9% | +41.1% |
| 1Y | +57.3% | +38.2% | +19.1% | +27.1% |
| 3Y | +878.9% | +1.3% | +877.6% | +779.1% |
| All | -24.7% | -44.2% | +19.4% | -13.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling