+86.1%
WULF vs SAP
-19.8%
+105.9%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.9% | +2.6% | +1.7% |
| 7D | +7.6% | -2.9% | +10.5% | +7.1% |
| 30D | -8.6% | +9.0% | -17.6% | -7.8% |
| 3M | -37.0% | +14.9% | -51.9% | -33.4% |
| 6M | +7.4% | +11.9% | -4.5% | +16.2% |
| YTD | +43.7% | -9.9% | +53.6% | +66.9% |
| 1Y | +86.1% | -19.5% | +105.7% | +127.8% |
| All | +86.1% | -19.8% | +105.9% | +127.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SAP.
Daily Out/Under-Performance
Portfolio return minus SAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SAP 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 SAP 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