+435.8%
WULF vs RPRX
+57.8%
+378.0%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-09.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | 0.0% | -4.1% | -4.1% |
| 7D | +15.6% | -4.0% | +19.6% | +16.8% |
| 30D | +5.7% | +4.9% | +0.8% | +3.9% |
| 3M | -32.3% | +9.4% | -41.6% | -34.5% |
| 6M | +23.7% | +33.3% | -9.6% | +12.1% |
| YTD | +49.1% | +59.0% | -9.9% | +27.3% |
| 1Y | +66.3% | +69.2% | -2.9% | +38.7% |
| 3Y | +851.7% | +124.1% | +727.6% | +616.8% |
| 5Y | -30.9% | +77.9% | -108.8% | -44.5% |
| All | +435.8% | +57.8% | +378.0% | +359.7% |
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 1990-01-01 to 2026-09-09: 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…
1990-01-01 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling