-22.1%
WULF vs ROP
+10.4%
-32.5%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | +3.9% | -10.6% | -3.3% |
| 7D | -12.8% | +11.7% | -24.5% | -3.8% |
| 30D | -20.9% | +35.5% | -56.3% | +2.1% |
| 3M | -38.0% | +25.6% | -63.7% | -23.9% |
| 6M | -47.5% | +39.3% | -86.8% | -29.6% |
| YTD | +1.8% | +11.6% | -9.8% | +16.8% |
| 1Y | -22.1% | +10.6% | -32.7% | -9.0% |
| All | -22.1% | +10.4% | -32.5% | -9.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ROP.
Daily Out/Under-Performance
Portfolio return minus ROP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROP 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 ROP 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