+1,762.4%
WULF vs ROK
+8,016.7%
-6,254.4%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.7% | -3.4% | -3.9% |
| 7D | +15.6% | +0.2% | +15.4% | +15.5% |
| 30D | +5.7% | -1.8% | +7.5% | +6.3% |
| 3M | -32.3% | -7.2% | -25.1% | -31.0% |
| 6M | +23.7% | +14.2% | +9.5% | +20.9% |
| YTD | +49.1% | +10.6% | +38.5% | +47.0% |
| 1Y | +66.3% | +25.9% | +40.4% | +59.7% |
| 3Y | +851.7% | +50.8% | +800.9% | +793.5% |
| 5Y | -30.9% | +47.0% | -78.0% | -35.2% |
| 10Y | +86.9% | +354.9% | -268.0% | +50.3% |
| All | +1,762.4% | +8,016.7% | -6,254.4% | +727.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling