-24.7%
WULF vs TROW
-39.3%
+14.6%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -1.2% | +4.9% | +5.0% |
| 7D | +1.4% | -3.2% | +4.6% | +5.0% |
| 30D | -2.6% | -4.6% | +2.0% | +2.6% |
| 3M | -34.0% | -0.7% | -33.3% | -35.2% |
| 6M | +10.0% | +22.2% | -12.2% | -13.9% |
| YTD | +45.7% | +6.6% | +39.1% | +32.9% |
| 1Y | +57.3% | +5.8% | +51.5% | +44.2% |
| 3Y | +878.9% | +11.6% | +867.3% | +801.5% |
| All | -24.7% | -39.3% | +14.6% | -8.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TROW.
Daily Out/Under-Performance
Portfolio return minus TROW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TROW 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 TROW 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