-24.7%
WULF vs ROK
+47.1%
-71.8%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.7% | +2.1% | +2.2% |
| 7D | +1.4% | -1.2% | +2.6% | +2.6% |
| 30D | -2.6% | -4.8% | +2.2% | +2.3% |
| 3M | -34.0% | -6.1% | -27.9% | -30.3% |
| 6M | +10.0% | +15.5% | -5.5% | -2.9% |
| YTD | +45.7% | +11.2% | +34.5% | +33.2% |
| 1Y | +57.3% | +23.8% | +33.5% | +30.6% |
| 3Y | +878.9% | +53.1% | +825.8% | +578.6% |
| All | -24.7% | +47.1% | -71.8% | -45.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling