+1,841.8%
WULF vs RRC
+925.4%
+916.4%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.2% | -0.3% | +8.4% | +8.2% |
| 7D | +21.9% | -1.2% | +23.1% | +22.0% |
| 30D | +4.6% | +9.4% | -4.9% | +3.9% |
| 3M | -30.9% | +7.4% | -38.3% | -31.4% |
| 6M | +29.9% | +1.5% | +28.4% | +29.4% |
| YTD | +55.4% | +19.4% | +36.0% | +52.9% |
| 1Y | +94.1% | +24.2% | +69.9% | +90.3% |
| 3Y | +892.2% | +32.8% | +859.4% | +874.2% |
| 5Y | -26.7% | +152.9% | -179.7% | -30.3% |
| 10Y | +94.0% | +3.9% | +90.1% | +83.6% |
| All | +1,841.8% | +925.4% | +916.4% | +1,674.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RRC.
Daily Out/Under-Performance
Portfolio return minus RRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRC 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 2026-09-08: compounded portfolio wealth divided by compounded RRC 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 2026-09-08 analysis · Full analysis span regression · 6 months rolling