-30.9%
WULF vs RL
+223.8%
-254.6%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +0.3% | -6.1% | -6.1% |
| 7D | -0.6% | -2.2% | +1.6% | +1.4% |
| 30D | -3.6% | -15.3% | +11.7% | +11.8% |
| 3M | -30.4% | -10.3% | -20.1% | -24.6% |
| 6M | +12.5% | -2.2% | +14.7% | +11.3% |
| YTD | +40.5% | -4.3% | +44.8% | +42.1% |
| 1Y | +53.0% | +8.9% | +44.1% | +34.4% |
| 3Y | +796.7% | +201.4% | +595.2% | +172.8% |
| 5Y | -30.9% | +230.6% | -261.5% | -80.0% |
| All | -30.9% | +223.8% | -254.6% | -80.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling