+694.1%
WULF vs RY
+11,573.6%
-10,879.5%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.7% | +2.4% | +1.9% |
| 7D | +7.6% | +3.1% | +4.4% | +6.8% |
| 30D | -8.6% | -0.3% | -8.3% | -8.5% |
| 3M | -37.0% | +8.7% | -45.6% | -38.2% |
| 6M | +7.4% | +28.5% | -21.1% | +1.5% |
| YTD | +43.7% | +25.1% | +18.6% | +37.0% |
| 1Y | +86.1% | +46.3% | +39.8% | +71.6% |
| 3Y | +733.8% | +154.9% | +578.9% | +599.0% |
| 5Y | -33.6% | +140.3% | -173.9% | -43.3% |
| 10Y | +76.1% | +377.0% | -301.0% | +41.2% |
| All | +694.1% | +11,573.6% | -10,879.5% | +502.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling