+34.7%
WULF vs RL
+337.1%
-302.4%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.2% | -2.1% | -2.6% |
| 7D | +11.0% | +2.6% | +8.4% | +9.6% |
| 30D | +9.4% | +2.9% | +6.4% | +8.0% |
| 3M | -22.6% | 0.0% | -22.6% | -22.7% |
| 6M | -45.4% | +17.1% | -62.5% | -50.2% |
| YTD | +9.8% | +10.1% | -0.3% | +4.2% |
| 1Y | +8.0% | +17.3% | -9.3% | -0.7% |
| 3Y | +1,149.5% | +249.3% | +900.2% | +605.7% |
| 5Y | -55.6% | +240.9% | -296.5% | -74.7% |
| All | +34.7% | +337.1% | -302.4% | -17.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL 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 RL 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