+959.1%
WULF vs RMD
+35,656.8%
-34,697.7%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.2% | -3.2% | +11.4% | +8.4% |
| 7D | +21.9% | -4.5% | +26.4% | +22.3% |
| 30D | +4.6% | +4.6% | 0.0% | +4.1% |
| 3M | -30.9% | +14.8% | -45.7% | -32.0% |
| 6M | +29.9% | -12.1% | +42.0% | +30.9% |
| YTD | +55.4% | -7.5% | +62.9% | +55.8% |
| 1Y | +94.1% | -20.1% | +114.2% | +96.9% |
| 3Y | +892.2% | +53.9% | +838.3% | +858.6% |
| 5Y | -26.7% | -22.2% | -4.5% | -26.6% |
| 10Y | +94.0% | +268.2% | -174.3% | +83.9% |
| All | +959.1% | +35,656.8% | -34,697.7% | +817.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling