+878.9%
WULF vs RJF
+69.0%
+809.9%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | 0.0% | +3.8% | +3.8% |
| 7D | +1.4% | -2.7% | +4.1% | +4.6% |
| 30D | -2.6% | -4.3% | +1.6% | +1.7% |
| 3M | -34.0% | +15.7% | -49.7% | -46.0% |
| 6M | +10.0% | +17.8% | -7.8% | -12.7% |
| YTD | +45.7% | +9.2% | +36.5% | +26.4% |
| 1Y | +57.3% | +2.8% | +54.6% | +47.2% |
| 3Y | +878.9% | +69.5% | +809.5% | +502.7% |
| All | +878.9% | +69.0% | +809.9% | +502.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling