+57.3%
WULF vs RL
+8.8%
+48.5%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.7% | +3.0% | +3.3% |
| 7D | +1.4% | -3.4% | +4.8% | +3.5% |
| 30D | -2.6% | -14.4% | +11.8% | +6.6% |
| 3M | -34.0% | -13.6% | -20.4% | -28.9% |
| 6M | +10.0% | +0.6% | +9.4% | +7.0% |
| YTD | +45.7% | -3.6% | +49.3% | +44.3% |
| 1Y | +57.3% | +8.3% | +49.0% | +59.1% |
| All | +57.3% | +8.8% | +48.5% | +59.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling