-30.9%
WULF vs ROL
-4.5%
-26.4%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +0.1% | -5.8% | -5.8% |
| 7D | -0.6% | -3.2% | +2.7% | +0.3% |
| 30D | -3.6% | -6.6% | +3.0% | -2.1% |
| 3M | -30.4% | -27.3% | -3.1% | -24.1% |
| 6M | +12.5% | -38.1% | +50.6% | +29.2% |
| YTD | +40.5% | -41.8% | +82.2% | +63.1% |
| 1Y | +53.0% | -37.8% | +90.8% | +71.8% |
| 3Y | +796.7% | -0.3% | +797.0% | +681.8% |
| 5Y | -30.9% | -5.1% | -25.8% | -35.0% |
| All | -30.9% | -4.5% | -26.4% | -35.0% |
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