-30.9%
WULF vs RY
+139.4%
-170.3%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.0% | -3.0% | -2.3% |
| 7D | +15.6% | -0.5% | +16.1% | +16.7% |
| 30D | +5.7% | -1.9% | +7.6% | +9.4% |
| 3M | -32.3% | +5.1% | -37.4% | -38.4% |
| 6M | +23.7% | +28.2% | -4.5% | -19.7% |
| YTD | +49.1% | +22.9% | +26.2% | +5.7% |
| 1Y | +66.3% | +45.5% | +20.8% | -10.5% |
| 3Y | +851.7% | +156.7% | +695.0% | +112.9% |
| 5Y | -30.9% | +137.7% | -168.6% | -80.0% |
| All | -30.9% | +139.4% | -170.3% | -80.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling