+86.1%
WULF vs SAN
+58.9%
+27.2%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.8% | +2.5% | +2.4% |
| 7D | +7.6% | +1.8% | +5.8% | +6.1% |
| 30D | -8.6% | +2.0% | -10.6% | -10.0% |
| 3M | -37.0% | +19.7% | -56.7% | -45.5% |
| 6M | +7.4% | +30.6% | -23.2% | -12.7% |
| YTD | +43.7% | +28.8% | +14.8% | +18.1% |
| 1Y | +86.1% | +57.8% | +28.4% | +60.3% |
| All | +86.1% | +58.9% | +27.2% | +60.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SAN.
Daily Out/Under-Performance
Portfolio return minus SAN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SAN 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 SAN 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