+82.7%
WULF vs RY
+377.3%
-294.6%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | 0.0% | +3.8% | +3.8% |
| 7D | +1.4% | -2.2% | +3.6% | +3.3% |
| 30D | -2.6% | -3.6% | +0.9% | +0.6% |
| 3M | -34.0% | +3.9% | -37.9% | -36.1% |
| 6M | +10.0% | +26.4% | -16.4% | -8.8% |
| YTD | +45.7% | +22.3% | +23.4% | +25.1% |
| 1Y | +57.3% | +43.7% | +13.6% | +19.8% |
| 3Y | +878.9% | +154.0% | +725.0% | +426.2% |
| 5Y | -28.3% | +137.6% | -165.9% | -59.0% |
| All | +82.7% | +377.3% | -294.6% | -6.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling