+214.2%
WULF vs ROIV
+288.8%
-74.6%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.3% | +4.0% | +3.8% |
| 7D | +1.4% | +16.9% | -15.5% | -5.1% |
| 30D | -2.6% | +12.9% | -15.5% | -7.7% |
| 3M | -34.0% | +37.3% | -71.3% | -42.2% |
| 6M | +10.0% | +38.0% | -28.0% | -4.2% |
| YTD | +45.7% | +88.1% | -42.4% | +13.0% |
| 1Y | +57.3% | +183.3% | -125.9% | +4.3% |
| 3Y | +878.9% | +254.6% | +624.3% | +493.3% |
| 5Y | -28.3% | +309.8% | -338.1% | -66.8% |
| All | +214.2% | +288.8% | -74.6% | +53.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ROIV.
Daily Out/Under-Performance
Portfolio return minus ROIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROIV 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 ROIV 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