+901.8%
WULF vs ROL
-1.5%
+903.2%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.2% | -2.9% | -4.0% |
| 7D | +15.6% | -3.3% | +18.9% | +15.9% |
| 30D | +5.7% | -7.2% | +13.0% | +6.4% |
| 3M | -32.3% | -27.0% | -5.3% | -29.9% |
| 6M | +23.7% | -39.5% | +63.2% | +32.6% |
| YTD | +49.1% | -41.8% | +90.9% | +59.7% |
| 1Y | +66.3% | -38.9% | +105.2% | +74.5% |
| All | +901.8% | -1.5% | +903.2% | +685.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling