+29.0%
WULF vs RMD
-11.1%
+40.0%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.2% | -3.2% | +11.4% | +7.4% |
| 7D | +21.9% | -4.5% | +26.4% | +20.7% |
| 30D | +4.6% | +4.6% | 0.0% | +5.6% |
| 3M | -30.9% | +14.8% | -45.7% | -32.6% |
| All | +29.0% | -11.1% | +40.0% | +86.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling