+1.7%
WULF vs S
-57.1%
+58.8%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.3% | +4.0% | +3.9% |
| 7D | +1.4% | -0.7% | +2.0% | +1.5% |
| 30D | -2.6% | -11.4% | +8.8% | +1.3% |
| 3M | -34.0% | +33.8% | -67.8% | -44.4% |
| 6M | +10.0% | +39.5% | -29.5% | -11.8% |
| YTD | +45.7% | +31.7% | +14.0% | +18.9% |
| 1Y | +57.3% | +7.0% | +50.3% | +41.2% |
| 3Y | +878.9% | +11.8% | +867.2% | +774.0% |
| 5Y | -28.3% | -69.0% | +40.7% | -11.2% |
| All | +1.7% | -57.1% | +58.8% | +25.5% |
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