+53.0%
WULF vs ROIV
+203.5%
-150.5%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -2.1% | -3.7% | -4.5% |
| 7D | -0.6% | +19.0% | -19.5% | -11.5% |
| 30D | -3.6% | +16.1% | -19.8% | -13.2% |
| 3M | -30.4% | +44.1% | -74.5% | -45.8% |
| 6M | +12.5% | +37.8% | -25.4% | -11.0% |
| YTD | +40.5% | +88.7% | -48.2% | -10.3% |
| 1Y | +53.0% | +197.3% | -144.3% | -5.2% |
| All | +53.0% | +203.5% | -150.5% | -5.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling