+41.8%
SCHD vs WULF
-22.8%
+64.6%
-6.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WULF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -6.6% | +8.5% | +1.8% |
| 7D | +3.2% | -12.8% | +16.0% | +3.1% |
| 30D | +10.7% | -20.9% | +31.6% | +10.5% |
| 3M | +7.8% | -38.0% | +45.9% | +7.7% |
| 6M | +16.7% | -47.5% | +64.2% | +16.7% |
| YTD | +35.3% | +1.8% | +33.4% | +33.8% |
| 1Y | +41.8% | -22.1% | +63.8% | +40.2% |
| All | +41.8% | -22.8% | +64.6% | +40.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WULF.
Daily Out/Under-Performance
Portfolio return minus WULF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WULF 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 1y: compounded portfolio wealth divided by compounded WULF 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…
1y analysis · Full analysis span regression · 6 months rolling