+8.6%
WULF vs RNG
+305.9%
-297.3%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.8% | -3.3% | -3.9% |
| 7D | +15.6% | -4.1% | +19.6% | +16.5% |
| 30D | +5.7% | +8.6% | -2.9% | +3.5% |
| 3M | -32.3% | +78.0% | -110.3% | -41.6% |
| 6M | +23.7% | +67.0% | -43.4% | +6.1% |
| YTD | +49.1% | +142.4% | -93.3% | +13.6% |
| 1Y | +66.3% | +120.4% | -54.1% | +29.7% |
| 3Y | +851.7% | +122.1% | +729.5% | +644.9% |
| 5Y | -30.9% | -69.8% | +38.9% | -40.4% |
| 10Y | +86.9% | +223.4% | -136.5% | +67.7% |
| All | +8.6% | +305.9% | -297.3% | -7.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling