+3.1%
SGOV vs WULF
-33.2%
+36.2%
-0.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WULF | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -13.8% | +13.8% | 0.0% |
| 7D | -0.3% | -20.9% | +20.7% | -0.3% |
| 30D | 0.0% | -32.7% | +32.7% | 0.0% |
| 3M | +0.3% | -44.2% | +44.5% | +0.3% |
| 6M | +1.2% | -57.1% | +58.3% | +1.2% |
| YTD | +2.5% | -12.3% | +14.7% | +2.5% |
| 1Y | +3.1% | -34.4% | +37.5% | +3.1% |
| All | +3.1% | -33.2% | +36.2% | +3.1% |
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