+82.7%
WULF vs RRC
+4.9%
+77.8%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -1.5% | +5.2% | +3.9% |
| 7D | +1.4% | -1.8% | +3.2% | +1.6% |
| 30D | -2.6% | +2.7% | -5.3% | -3.0% |
| 3M | -34.0% | +8.8% | -42.8% | -35.0% |
| 6M | +10.0% | -1.2% | +11.2% | +9.4% |
| YTD | +45.7% | +17.6% | +28.1% | +40.8% |
| 1Y | +57.3% | +18.4% | +38.9% | +51.5% |
| 3Y | +878.9% | +33.1% | +845.9% | +839.0% |
| 5Y | -28.3% | +148.2% | -176.5% | -34.7% |
| All | +82.7% | +4.9% | +77.8% | +50.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling