+423.6%
WULF vs RPRX
+52.7%
+370.9%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.2% | +4.0% | +3.8% |
| 7D | +1.4% | -8.4% | +9.8% | +4.0% |
| 30D | -2.6% | -0.6% | -2.0% | -2.7% |
| 3M | -34.0% | +6.4% | -40.4% | -35.7% |
| 6M | +10.0% | +26.6% | -16.6% | +1.3% |
| YTD | +45.7% | +53.8% | -8.1% | +25.8% |
| 1Y | +57.3% | +62.8% | -5.5% | +32.8% |
| 3Y | +878.9% | +118.0% | +760.9% | +643.8% |
| 5Y | -28.3% | +71.2% | -99.5% | -41.7% |
| All | +423.6% | +52.7% | +370.9% | +353.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling