+86.1%
WULF vs ROL
-35.4%
+121.5%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.4% | +1.3% | +1.8% |
| 7D | +7.6% | -1.4% | +9.0% | +7.2% |
| 30D | -8.6% | -4.1% | -4.5% | -9.3% |
| 3M | -37.0% | -22.5% | -14.5% | -39.6% |
| 6M | +7.4% | -37.7% | +45.1% | +0.1% |
| YTD | +43.7% | -39.6% | +83.3% | +33.1% |
| 1Y | +86.1% | -36.0% | +122.1% | +67.5% |
| All | +86.1% | -35.4% | +121.5% | +67.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ROL.
Daily Out/Under-Performance
Portfolio return minus ROL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROL 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 1y: compounded portfolio wealth divided by compounded ROL 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…
1y analysis · Full analysis span regression · 6 months rolling