+1,695.0%
WULF vs RRC
+928.0%
+766.9%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.9% | +2.6% | +1.8% |
| 7D | +7.6% | +1.3% | +6.3% | +7.5% |
| 30D | -8.6% | +10.1% | -18.8% | -9.2% |
| 3M | -37.0% | +4.0% | -41.0% | -37.2% |
| 6M | +7.4% | +1.6% | +5.8% | +7.0% |
| YTD | +43.7% | +19.7% | +24.0% | +41.3% |
| 1Y | +86.1% | +21.4% | +64.7% | +82.7% |
| 3Y | +733.8% | +29.7% | +704.2% | +719.6% |
| 5Y | -33.6% | +153.9% | -187.5% | -36.8% |
| 10Y | +76.1% | +10.8% | +65.2% | +66.4% |
| All | +1,695.0% | +928.0% | +766.9% | +1,540.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling