+488.1%
WULF vs RMBS
+1,376.2%
-888.1%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.9% | -5.0% | -4.2% |
| 7D | +15.6% | +3.5% | +12.1% | +15.2% |
| 30D | +5.7% | -8.6% | +14.3% | +6.7% |
| 3M | -32.3% | -40.3% | +8.0% | -29.0% |
| 6M | +23.7% | -1.0% | +24.7% | +24.0% |
| YTD | +49.1% | -4.6% | +53.7% | +49.6% |
| 1Y | +66.3% | +17.6% | +48.7% | +63.6% |
| 3Y | +851.7% | +58.6% | +793.0% | +819.4% |
| 5Y | -30.9% | +270.9% | -301.9% | -35.5% |
| 10Y | +86.9% | +569.1% | -482.2% | +70.0% |
| All | +488.1% | +1,376.2% | -888.1% | +501.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling