+878.9%
WULF vs RPRX
+116.2%
+762.8%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.2% | +4.0% | +3.8% |
| 7D | +1.4% | -8.4% | +9.8% | +4.1% |
| 30D | -2.6% | -0.6% | -2.0% | -2.8% |
| 3M | -34.0% | +6.4% | -40.4% | -36.0% |
| 6M | +10.0% | +26.6% | -16.6% | -0.7% |
| YTD | +45.7% | +53.8% | -8.1% | +21.7% |
| 1Y | +57.3% | +62.8% | -5.5% | +27.7% |
| 3Y | +878.9% | +118.0% | +760.9% | +580.3% |
| All | +878.9% | +116.2% | +762.8% | +580.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling