+82.7%
WULF vs RJF
+429.3%
-346.6%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | 0.0% | +3.8% | +3.7% |
| 7D | +1.4% | -2.7% | +4.1% | +2.7% |
| 30D | -2.6% | -4.3% | +1.6% | -0.8% |
| 3M | -34.0% | +15.7% | -49.7% | -38.9% |
| 6M | +10.0% | +17.8% | -7.8% | +0.8% |
| YTD | +45.7% | +9.2% | +36.5% | +38.8% |
| 1Y | +57.3% | +2.8% | +54.6% | +54.3% |
| 3Y | +878.9% | +69.5% | +809.5% | +723.0% |
| 5Y | -28.3% | +105.9% | -134.2% | -40.9% |
| All | +82.7% | +429.3% | -346.6% | +44.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RJF.
Daily Out/Under-Performance
Portfolio return minus RJF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RJF 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 RJF 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