-22.1%
WULF vs ROST
+54.7%
-76.7%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | +6.1% | -12.7% | -7.5% |
| 7D | -12.8% | +7.8% | -20.6% | -13.9% |
| 30D | -20.9% | +8.6% | -29.4% | -22.2% |
| 3M | -38.0% | -1.9% | -36.1% | -37.2% |
| 6M | -47.5% | +9.1% | -56.7% | -49.6% |
| YTD | +1.8% | +37.2% | -35.4% | -13.7% |
| 1Y | -22.1% | +52.7% | -74.8% | -34.9% |
| All | -22.1% | +54.7% | -76.7% | -34.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ROST.
Daily Out/Under-Performance
Portfolio return minus ROST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROST 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 ROST 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