-24.7%
WULF vs RSG
+89.9%
-114.6%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.8% | +3.0% | +3.7% |
| 7D | +1.4% | 0.0% | +1.4% | +1.4% |
| 30D | -2.6% | +4.0% | -6.6% | -2.7% |
| 3M | -34.0% | +7.4% | -41.3% | -34.5% |
| 6M | +10.0% | +0.1% | +9.9% | +10.5% |
| YTD | +45.7% | +6.0% | +39.7% | +43.6% |
| 1Y | +57.3% | -3.0% | +60.3% | +59.6% |
| 3Y | +878.9% | +56.5% | +822.5% | +763.3% |
| All | -24.7% | +89.9% | -114.6% | -32.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RSG.
Daily Out/Under-Performance
Portfolio return minus RSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RSG 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 RSG 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