+304.4%
WULF vs RSG
+2,015.5%
-1,711.1%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -3.0% |
| 3M | -34.0% | +7.4% | -41.3% | -34.6% |
| 6M | +10.0% | +0.1% | +9.9% | +9.5% |
| YTD | +45.7% | +6.0% | +39.7% | +44.2% |
| 1Y | +57.3% | -3.0% | +60.3% | +56.9% |
| 3Y | +878.9% | +56.5% | +822.5% | +832.0% |
| 5Y | -28.3% | +90.9% | -119.2% | -33.1% |
| 10Y | +82.7% | +428.7% | -346.1% | +56.1% |
| All | +304.4% | +2,015.5% | -1,711.1% | +234.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling