+57.3%
WULF vs RMD
-18.7%
+76.0%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.6% | +4.3% | +3.6% |
| 7D | +1.4% | -4.4% | +5.8% | +0.4% |
| 30D | -2.6% | -3.1% | +0.5% | -3.2% |
| 3M | -34.0% | +13.8% | -47.7% | -33.8% |
| 6M | +10.0% | -8.6% | +18.6% | +12.5% |
| YTD | +45.7% | -8.6% | +54.3% | +51.9% |
| 1Y | +57.3% | -19.7% | +77.0% | +56.9% |
| All | +57.3% | -18.7% | +76.0% | +56.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RMD.
Daily Out/Under-Performance
Portfolio return minus RMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RMD 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 1y: compounded portfolio wealth divided by compounded RMD 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…
1y analysis · Full analysis span regression · 6 months rolling