+82.7%
WULF vs ROST
+317.9%
-235.2%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +2.3% | +1.4% | +3.0% |
| 7D | +1.4% | +0.2% | +1.2% | +1.3% |
| 30D | -2.6% | -6.9% | +4.3% | -0.5% |
| 3M | -34.0% | -3.3% | -30.7% | -33.8% |
| 6M | +10.0% | +9.0% | +0.9% | +5.9% |
| YTD | +45.7% | +28.9% | +16.8% | +33.0% |
| 1Y | +57.3% | +54.0% | +3.4% | +35.1% |
| 3Y | +878.9% | +100.7% | +778.2% | +689.3% |
| 5Y | -28.3% | +116.0% | -144.3% | -45.1% |
| All | +82.7% | +317.9% | -235.2% | +50.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling