+1,762.4%
WULF vs RGEN
+3,468.6%
-1,706.3%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -2.1% | -2.0% | -4.0% |
| 7D | +15.6% | -4.6% | +20.1% | +15.8% |
| 30D | +5.7% | +1.2% | +4.6% | +5.7% |
| 3M | -32.3% | +26.8% | -59.1% | -32.9% |
| 6M | +23.7% | +29.1% | -5.4% | +22.3% |
| YTD | +49.1% | +0.7% | +48.4% | +48.8% |
| 1Y | +66.3% | +39.1% | +27.3% | +64.0% |
| 3Y | +851.7% | +2.2% | +849.4% | +846.8% |
| 5Y | -30.9% | -44.0% | +13.1% | -30.8% |
| 10Y | +86.9% | +412.7% | -325.8% | +85.1% |
| All | +1,762.4% | +3,468.6% | -1,706.3% | +1,547.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling