-45.4%
WULF vs ROL
-25.5%
-19.9%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +2.6% | -5.8% | -1.7% |
| 7D | +11.0% | +3.0% | +8.0% | +12.9% |
| 30D | +9.4% | +19.8% | -10.4% | +22.8% |
| 3M | -22.6% | +7.9% | -30.5% | -18.3% |
| 6M | -45.4% | -25.6% | -19.8% | -55.9% |
| All | -45.4% | -25.5% | -19.9% | -55.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling