+843.9%
WULF vs RMD
+50.8%
+793.1%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -0.2% | -5.6% | -5.7% |
| 7D | -0.6% | -4.2% | +3.6% | +1.1% |
| 30D | -3.6% | -2.1% | -1.6% | -3.2% |
| 3M | -30.4% | +13.8% | -44.2% | -36.2% |
| 6M | +12.5% | -10.6% | +23.1% | +17.7% |
| YTD | +40.5% | -8.1% | +48.6% | +43.3% |
| 1Y | +53.0% | -18.0% | +70.9% | +65.7% |
| All | +843.9% | +50.8% | +793.1% | +546.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling