-30.9%
WULF vs SAN
+379.7%
-410.6%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -0.3% | -5.4% | -5.6% |
| 7D | -0.6% | -2.8% | +2.2% | +1.3% |
| 30D | -3.6% | -0.5% | -3.1% | -3.3% |
| 3M | -30.4% | +22.7% | -53.1% | -38.8% |
| 6M | +12.5% | +28.8% | -16.3% | -3.2% |
| YTD | +40.5% | +26.3% | +14.2% | +22.2% |
| 1Y | +53.0% | +48.8% | +4.1% | +19.8% |
| 3Y | +796.7% | +347.2% | +449.5% | +275.6% |
| 5Y | -30.9% | +383.8% | -414.6% | -74.5% |
| All | -30.9% | +379.7% | -410.6% | -74.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling