+1,149.5%
WULF vs ROIV
+357.5%
+792.0%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.2% | -2.1% | -2.3% |
| 7D | +11.0% | +1.7% | +9.3% | +9.7% |
| 30D | +9.4% | +17.6% | -8.2% | -3.2% |
| 3M | -22.6% | +9.0% | -31.6% | -28.4% |
| 6M | -45.4% | +35.3% | -80.7% | -58.8% |
| YTD | +9.8% | +82.2% | -72.3% | -35.4% |
| 1Y | +8.0% | +92.3% | -84.2% | -39.5% |
| 3Y | +1,149.5% | +336.8% | +812.7% | +279.9% |
| All | +1,149.5% | +357.5% | +792.0% | +279.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling