-23.3%
WULF vs S
-51.7%
+28.4%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.4% | -2.8% | -3.0% |
| 7D | +11.0% | +2.0% | +9.0% | +10.1% |
| 30D | +9.4% | -2.7% | +12.1% | +11.5% |
| 3M | -22.6% | -6.9% | -15.7% | -21.5% |
| 6M | -45.4% | +38.1% | -83.5% | -55.2% |
| YTD | +9.8% | +48.0% | -38.2% | -15.5% |
| 1Y | +8.0% | +34.5% | -26.4% | -13.4% |
| 3Y | +1,149.5% | +38.3% | +1,111.2% | +904.7% |
| 5Y | -55.6% | -70.9% | +15.3% | -46.6% |
| All | -23.3% | -51.7% | +28.4% | -10.9% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 10y: compounded portfolio wealth divided by compounded S 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…
10y analysis · Full analysis span regression · 6 months rolling