-30.9%
WULF vs RRC
+150.0%
-180.8%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +0.3% | -6.1% | -5.9% |
| 7D | -0.6% | -1.2% | +0.6% | -0.2% |
| 30D | -3.6% | +3.0% | -6.6% | -4.7% |
| 3M | -30.4% | +7.3% | -37.7% | -32.8% |
| 6M | +12.5% | +3.6% | +8.9% | +9.1% |
| YTD | +40.5% | +19.4% | +21.1% | +27.8% |
| 1Y | +53.0% | +21.4% | +31.6% | +37.0% |
| 3Y | +796.7% | +32.8% | +763.9% | +694.1% |
| 5Y | -30.9% | +152.0% | -182.9% | -45.8% |
| All | -30.9% | +150.0% | -180.8% | -45.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling