+82.7%
WULF vs ROP
+135.6%
-53.0%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | 0.0% | +3.7% | +3.7% |
| 7D | +1.4% | -4.6% | +6.0% | +2.7% |
| 30D | -2.6% | -1.7% | -0.9% | -2.3% |
| 3M | -34.0% | +17.1% | -51.0% | -38.5% |
| 6M | +10.0% | +10.9% | -0.9% | +3.8% |
| YTD | +45.7% | -12.1% | +57.8% | +49.5% |
| 1Y | +57.3% | -24.2% | +81.6% | +72.3% |
| 3Y | +878.9% | -20.4% | +899.3% | +985.0% |
| 5Y | -28.3% | -15.4% | -12.9% | -22.7% |
| All | +82.7% | +135.6% | -53.0% | +92.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling