+60.2%
SCHD vs WULF
-28.8%
+88.9%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WULF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +3.7% | -3.3% | +0.3% |
| 7D | -2.0% | +1.4% | -3.3% | -2.0% |
| 30D | -0.4% | -2.6% | +2.2% | -0.4% |
| 3M | +5.7% | -34.0% | +39.7% | +6.5% |
| 6M | +11.9% | +10.0% | +1.9% | +11.0% |
| YTD | +26.4% | +45.7% | -19.3% | +24.3% |
| 1Y | +27.6% | +57.3% | -29.7% | +24.7% |
| 3Y | +54.9% | +878.9% | -824.0% | +39.0% |
| All | +60.2% | -28.8% | +88.9% | +41.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling