+901.8%
WULF vs RL
+198.9%
+702.9%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -3.3% | -0.7% | -1.3% |
| 7D | +15.6% | -0.3% | +15.9% | +15.9% |
| 30D | +5.7% | -17.5% | +23.3% | +23.6% |
| 3M | -32.3% | -14.0% | -18.3% | -24.4% |
| 6M | +23.7% | -2.0% | +25.6% | +22.3% |
| YTD | +49.1% | -4.6% | +53.7% | +51.1% |
| 1Y | +66.3% | +9.5% | +56.8% | +46.7% |
| All | +901.8% | +198.9% | +702.9% | +156.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling