+82.7%
WULF vs ROK
+357.9%
-275.3%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.7% | +2.1% | +2.8% |
| 7D | +1.4% | -1.2% | +2.6% | +2.1% |
| 30D | -2.6% | -4.8% | +2.2% | +0.2% |
| 3M | -34.0% | -6.1% | -27.9% | -31.7% |
| 6M | +10.0% | +15.5% | -5.5% | +3.4% |
| YTD | +45.7% | +11.2% | +34.5% | +40.0% |
| 1Y | +57.3% | +23.8% | +33.5% | +43.9% |
| 3Y | +878.9% | +53.1% | +825.8% | +726.2% |
| 5Y | -28.3% | +48.3% | -76.6% | -41.1% |
| All | +82.7% | +357.9% | -275.3% | +41.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ROK.
Daily Out/Under-Performance
Portfolio return minus ROK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROK 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 ROK 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