+878.9%
WULF vs SAN
+352.3%
+526.7%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +2.3% | +1.5% | +2.0% |
| 7D | +1.4% | +0.2% | +1.2% | +1.3% |
| 30D | -2.6% | +0.9% | -3.6% | -3.3% |
| 3M | -34.0% | +19.1% | -53.1% | -42.1% |
| 6M | +10.0% | +33.2% | -23.2% | -10.1% |
| YTD | +45.7% | +29.1% | +16.6% | +21.1% |
| 1Y | +57.3% | +50.2% | +7.1% | +17.1% |
| 3Y | +878.9% | +351.0% | +527.9% | +196.3% |
| All | +878.9% | +352.3% | +526.7% | +196.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling