+1,841.8%
WULF vs ROP
+7,685.1%
-5,843.3%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.2% | -2.9% | +11.0% | +8.5% |
| 7D | +21.9% | -5.4% | +27.3% | +22.7% |
| 30D | +4.6% | -1.6% | +6.2% | +4.7% |
| 3M | -30.9% | +18.8% | -49.8% | -32.8% |
| 6M | +29.9% | +8.2% | +21.7% | +27.6% |
| YTD | +55.4% | -10.5% | +65.9% | +56.0% |
| 1Y | +94.1% | -23.7% | +117.9% | +99.2% |
| 3Y | +892.2% | -17.9% | +910.1% | +918.3% |
| 5Y | -26.7% | -15.3% | -11.4% | -24.9% |
| 10Y | +94.0% | +133.4% | -39.4% | +81.0% |
| All | +1,841.8% | +7,685.1% | -5,843.3% | +1,762.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling