-30.9%
WULF vs RMD
-22.7%
-8.2%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -0.2% | -5.6% | -5.7% |
| 7D | -0.6% | -4.2% | +3.6% | +1.5% |
| 30D | -3.6% | -2.1% | -1.6% | -3.1% |
| 3M | -30.4% | +13.8% | -44.2% | -37.2% |
| 6M | +12.5% | -10.6% | +23.1% | +17.5% |
| YTD | +40.5% | -8.1% | +48.6% | +42.7% |
| 1Y | +53.0% | -18.0% | +70.9% | +65.7% |
| 3Y | +796.7% | +52.9% | +743.8% | +519.8% |
| 5Y | -30.9% | -22.3% | -8.6% | -20.8% |
| All | -30.9% | -22.7% | -8.2% | -20.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling