-22.1%
WULF vs RY
+46.4%
-68.5%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | +3.0% | -9.7% | -12.4% |
| 7D | -12.8% | +2.5% | -15.3% | -17.3% |
| 30D | -20.9% | +8.4% | -29.3% | -33.0% |
| 3M | -38.0% | +1.2% | -39.3% | -39.6% |
| 6M | -47.5% | +19.4% | -66.9% | -67.3% |
| YTD | +1.8% | +25.4% | -23.6% | -44.4% |
| 1Y | -22.1% | +46.7% | -68.7% | -71.0% |
| All | -22.1% | +46.4% | -68.5% | -71.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RY.
Daily Out/Under-Performance
Portfolio return minus RY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RY 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 1y: compounded portfolio wealth divided by compounded RY 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…
1y analysis · Full analysis span regression · 6 months rolling