+46.0%
WULF vs RUN
-32.6%
+78.6%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -4.6% | +0.5% | -3.2% |
| 7D | +15.6% | -1.8% | +17.4% | +16.0% |
| 30D | +5.7% | -10.8% | +16.6% | +8.0% |
| 3M | -32.3% | -30.2% | -2.1% | -28.0% |
| 6M | +23.7% | -22.3% | +46.0% | +28.8% |
| YTD | +49.1% | -52.2% | +101.3% | +67.3% |
| 1Y | +66.3% | -45.1% | +111.4% | +81.1% |
| 3Y | +851.7% | -37.1% | +888.8% | +757.5% |
| 5Y | -30.9% | -80.3% | +49.3% | -31.1% |
| 10Y | +86.9% | +45.2% | +41.7% | +87.0% |
| All | +46.0% | -32.6% | +78.6% | +45.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RUN.
Daily Out/Under-Performance
Portfolio return minus RUN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RUN 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 RUN 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