+1,762.4%
WULF vs ROST
+62,917.8%
-61,155.5%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.8% | -2.3% | -3.9% |
| 7D | +15.6% | -2.2% | +17.8% | +15.9% |
| 30D | +5.7% | -11.4% | +17.2% | +7.2% |
| 3M | -32.3% | -1.6% | -30.7% | -32.3% |
| 6M | +23.7% | +6.8% | +16.9% | +22.4% |
| YTD | +49.1% | +25.8% | +23.3% | +44.8% |
| 1Y | +66.3% | +52.4% | +13.9% | +57.8% |
| 3Y | +851.7% | +94.4% | +757.3% | +785.9% |
| 5Y | -30.9% | +108.2% | -139.1% | -36.6% |
| 10Y | +86.9% | +308.5% | -221.6% | +64.4% |
| All | +1,762.4% | +62,917.8% | -61,155.5% | +917.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling