+82.7%
WULF vs RNG
+222.9%
-140.2%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.2% | +3.9% | +3.8% |
| 7D | +1.4% | -6.1% | +7.5% | +2.8% |
| 30D | -2.6% | +9.6% | -12.2% | -5.2% |
| 3M | -34.0% | +83.3% | -117.3% | -45.0% |
| 6M | +10.0% | +77.9% | -68.0% | -9.8% |
| YTD | +45.7% | +139.9% | -94.2% | +5.6% |
| 1Y | +57.3% | +121.7% | -64.3% | +16.7% |
| 3Y | +878.9% | +121.9% | +757.1% | +629.3% |
| 5Y | -28.3% | -68.4% | +40.0% | -39.5% |
| All | +82.7% | +222.9% | -140.2% | +91.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RNG.
Daily Out/Under-Performance
Portfolio return minus RNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RNG 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 10y: compounded portfolio wealth divided by compounded RNG 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…
10y analysis · Full analysis span regression · 6 months rolling