+1,695.0%
WULF vs SAN
+2,092.7%
-397.8%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.8% | +2.5% | +1.8% |
| 7D | +7.6% | +1.8% | +5.8% | +7.3% |
| 30D | -8.6% | +2.0% | -10.6% | -8.9% |
| 3M | -37.0% | +19.7% | -56.7% | -38.6% |
| 6M | +7.4% | +30.6% | -23.2% | +3.7% |
| YTD | +43.7% | +28.8% | +14.8% | +39.0% |
| 1Y | +86.1% | +57.8% | +28.4% | +75.0% |
| 3Y | +733.8% | +338.1% | +395.7% | +592.0% |
| 5Y | -33.6% | +384.2% | -417.8% | -46.0% |
| 10Y | +76.1% | +353.1% | -277.1% | +41.2% |
| All | +1,695.0% | +2,092.7% | -397.8% | +1,295.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling