+458.7%
WULF vs RPRX
+57.8%
+400.8%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.2% | -5.3% | +13.4% | +9.8% |
| 7D | +21.9% | -2.8% | +24.7% | +22.7% |
| 30D | +4.6% | +7.2% | -2.6% | +2.0% |
| 3M | -30.9% | +10.9% | -41.8% | -33.5% |
| 6M | +29.9% | +34.6% | -4.7% | +17.4% |
| YTD | +55.4% | +59.0% | -3.5% | +32.8% |
| 1Y | +94.1% | +72.5% | +21.6% | +60.9% |
| 3Y | +892.2% | +124.1% | +768.1% | +647.3% |
| 5Y | -26.7% | +75.9% | -102.7% | -41.0% |
| All | +458.7% | +57.8% | +400.8% | +379.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling