+553.6%
SCHD vs WULF
+174.7%
+378.9%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +6.4% |
| 6M | +11.9% | +10.0% | +1.9% | +11.2% |
| YTD | +26.4% | +45.7% | -19.3% | +24.7% |
| 1Y | +27.6% | +57.3% | -29.7% | +25.3% |
| 3Y | +54.9% | +878.9% | -824.0% | +42.4% |
| 5Y | +60.9% | -28.3% | +89.2% | +48.7% |
| 10Y | +243.4% | +82.7% | +160.8% | +208.8% |
| All | +553.6% | +174.7% | +378.9% | +478.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling