+417.8%
WULF vs RL
+1,349.6%
-931.8%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.2% | -1.1% | +9.3% | +8.4% |
| 7D | +21.9% | +1.9% | +20.0% | +21.5% |
| 30D | +4.6% | -12.2% | +16.8% | +7.3% |
| 3M | -30.9% | -6.6% | -24.3% | -30.1% |
| 6M | +29.9% | +3.2% | +26.7% | +29.0% |
| YTD | +55.4% | -1.3% | +56.7% | +56.1% |
| 1Y | +94.1% | +13.6% | +80.5% | +89.2% |
| 3Y | +892.2% | +210.9% | +681.3% | +723.1% |
| 5Y | -26.7% | +246.9% | -273.6% | -39.4% |
| 10Y | +94.0% | +310.1% | -216.1% | +55.3% |
| All | +417.8% | +1,349.6% | -931.8% | +260.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling