+245.5%
WULF vs RVMD
+620.8%
-375.4%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -2.1% | -3.7% | -5.2% |
| 7D | -0.6% | -3.6% | +3.0% | +0.4% |
| 30D | -3.6% | -1.1% | -2.6% | -3.4% |
| 3M | -30.4% | +41.0% | -71.4% | -36.3% |
| 6M | +12.5% | +105.7% | -93.2% | -8.2% |
| YTD | +40.5% | +155.3% | -114.8% | +6.1% |
| 1Y | +53.0% | +402.7% | -349.7% | -4.6% |
| 3Y | +796.7% | +533.1% | +263.6% | +414.1% |
| 5Y | -30.9% | +583.5% | -614.4% | -64.5% |
| All | +245.5% | +620.8% | -375.4% | +81.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling