+1,762.4%
WULF vs RIG
-26.0%
+1,788.4%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.9% | -3.2% | -4.0% |
| 7D | +15.6% | -8.2% | +23.8% | +16.6% |
| 30D | +5.7% | -0.2% | +5.9% | +5.7% |
| 3M | -32.3% | -2.7% | -29.6% | -32.3% |
| 6M | +23.7% | -7.5% | +31.1% | +23.6% |
| YTD | +49.1% | +38.3% | +10.8% | +42.5% |
| 1Y | +66.3% | +81.8% | -15.5% | +53.8% |
| 3Y | +851.7% | -30.2% | +881.9% | +854.2% |
| 5Y | -30.9% | +59.9% | -90.9% | -36.0% |
| 10Y | +86.9% | -41.9% | +128.8% | +68.3% |
| All | +1,762.4% | -26.0% | +1,788.4% | +2,013.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RIG.
Daily Out/Under-Performance
Portfolio return minus RIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RIG 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 RIG 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