-55.9%
WULF vs ROL
+15.7%
-71.6%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +2.6% | -5.8% | -3.8% |
| 7D | +11.0% | +3.0% | +8.0% | +10.3% |
| 30D | +9.4% | +19.8% | -10.4% | +4.2% |
| 3M | -22.6% | +7.9% | -30.5% | -24.4% |
| 6M | -45.4% | -25.6% | -19.8% | -40.1% |
| YTD | +9.8% | -34.1% | +44.0% | +24.8% |
| 1Y | +8.0% | -31.4% | +39.4% | +20.0% |
| 3Y | +1,149.5% | +4.7% | +1,144.8% | +968.1% |
| All | -55.9% | +15.7% | -71.6% | -59.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling