+82.7%
WULF vs RTX
+286.0%
-203.3%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.2% | +3.9% | +3.8% |
| 7D | +1.4% | -1.5% | +2.9% | +1.7% |
| 30D | -2.6% | -11.0% | +8.3% | -0.1% |
| 3M | -34.0% | +7.7% | -41.6% | -35.5% |
| 6M | +10.0% | -3.9% | +13.9% | +10.5% |
| YTD | +45.7% | +9.0% | +36.7% | +42.2% |
| 1Y | +57.3% | +27.3% | +30.1% | +48.0% |
| 3Y | +878.9% | +172.9% | +706.0% | +665.4% |
| 5Y | -28.3% | +165.2% | -193.5% | -42.7% |
| All | +82.7% | +286.0% | -203.3% | +41.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RTX.
Daily Out/Under-Performance
Portfolio return minus RTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RTX 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 RTX 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