+527.2%
WULF vs RY
+11,203.6%
-10,676.4%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.4% | -2.0% | -2.3% |
| 7D | +29.4% | -0.5% | +29.9% | +29.5% |
| 30D | -1.3% | +4.7% | -6.0% | -2.3% |
| 3M | -24.1% | -4.5% | -19.7% | -23.1% |
| 6M | -42.8% | +12.5% | -55.3% | -44.3% |
| YTD | +13.5% | +21.1% | -7.7% | +9.2% |
| 1Y | +3.2% | +38.6% | -35.5% | -3.6% |
| 3Y | +1,230.6% | +160.2% | +1,070.4% | +1,014.8% |
| 5Y | -54.1% | +124.7% | -178.8% | -60.3% |
| 10Y | +39.2% | +352.3% | -313.2% | +12.8% |
| All | +527.2% | +11,203.6% | -10,676.4% | +380.4% |
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 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