+82.7%
WULF vs RMBS
+566.4%
-483.8%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.9% | +1.8% | +2.9% |
| 7D | +1.4% | +1.8% | -0.4% | +0.8% |
| 30D | -2.6% | -13.9% | +11.3% | +4.1% |
| 3M | -34.0% | -39.8% | +5.8% | -19.1% |
| 6M | +10.0% | -6.0% | +16.0% | +9.7% |
| YTD | +45.7% | -5.4% | +51.0% | +42.2% |
| 1Y | +57.3% | -1.8% | +59.1% | +46.8% |
| 3Y | +878.9% | +53.7% | +825.3% | +644.9% |
| 5Y | -28.3% | +268.5% | -296.8% | -54.5% |
| All | +82.7% | +566.4% | -483.8% | +19.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RMBS.
Daily Out/Under-Performance
Portfolio return minus RMBS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RMBS 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 RMBS 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