-22.1%
WULF vs RPRX
+85.8%
-107.9%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | +1.7% | -8.4% | -6.5% |
| 7D | -12.8% | +4.2% | -17.0% | -12.7% |
| 30D | -20.9% | +19.2% | -40.1% | -21.4% |
| 3M | -38.0% | +18.0% | -56.0% | -38.8% |
| 6M | -47.5% | +35.7% | -83.2% | -51.7% |
| YTD | +1.8% | +77.2% | -75.4% | -13.3% |
| 1Y | -22.1% | +82.0% | -104.1% | -35.1% |
| All | -22.1% | +85.8% | -107.9% | -35.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RPRX.
Daily Out/Under-Performance
Portfolio return minus RPRX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RPRX 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 RPRX 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