+843.9%
WULF vs ROST
+93.5%
+750.4%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +0.1% | -5.9% | -5.8% |
| 7D | -0.6% | -2.5% | +1.9% | +1.3% |
| 30D | -3.6% | -10.3% | +6.6% | +3.9% |
| 3M | -30.4% | -2.6% | -27.8% | -30.6% |
| 6M | +12.5% | +6.5% | +5.9% | +2.4% |
| YTD | +40.5% | +25.9% | +14.5% | +9.7% |
| 1Y | +53.0% | +52.3% | +0.6% | -1.6% |
| All | +843.9% | +93.5% | +750.4% | +327.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling