+878.9%
WULF vs ROK
+51.1%
+827.9%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.7% | +2.1% | +1.9% |
| 7D | +1.4% | -1.2% | +2.6% | +2.8% |
| 30D | -2.6% | -4.8% | +2.2% | +3.0% |
| 3M | -34.0% | -6.1% | -27.9% | -29.9% |
| 6M | +10.0% | +15.5% | -5.5% | -5.3% |
| YTD | +45.7% | +11.2% | +34.5% | +30.3% |
| 1Y | +57.3% | +23.8% | +33.5% | +25.7% |
| 3Y | +878.9% | +53.1% | +825.8% | +508.8% |
| All | +878.9% | +51.1% | +827.9% | +508.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling