-30.9%
WULF vs ROIV
+319.8%
-350.7%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.8% | -4.9% | -4.4% |
| 7D | +15.6% | +22.3% | -6.7% | +6.2% |
| 30D | +5.7% | +16.9% | -11.1% | -1.2% |
| 3M | -32.3% | +43.9% | -76.2% | -41.8% |
| 6M | +23.7% | +41.6% | -17.9% | +6.5% |
| YTD | +49.1% | +92.7% | -43.6% | +14.4% |
| 1Y | +66.3% | +210.2% | -143.9% | +6.3% |
| 3Y | +851.7% | +231.8% | +619.8% | +487.1% |
| 5Y | -30.9% | +319.8% | -350.7% | -70.7% |
| All | -30.9% | +319.8% | -350.7% | -70.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling