+258.3%
WULF vs RVMD
+622.3%
-364.0%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.2% | +3.5% | +3.7% |
| 7D | +1.4% | -3.0% | +4.4% | +2.2% |
| 30D | -2.6% | -0.7% | -1.9% | -2.5% |
| 3M | -34.0% | +36.5% | -70.5% | -39.1% |
| 6M | +10.0% | +104.6% | -94.6% | -10.1% |
| YTD | +45.7% | +155.8% | -110.1% | +10.0% |
| 1Y | +57.3% | +340.7% | -283.3% | +2.0% |
| 3Y | +878.9% | +519.9% | +359.0% | +464.2% |
| 5Y | -28.3% | +584.9% | -613.3% | -63.2% |
| All | +258.3% | +622.3% | -364.0% | +88.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RVMD.
Daily Out/Under-Performance
Portfolio return minus RVMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVMD 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 RVMD 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