+34.7%
WULF vs SAP
+237.3%
-202.6%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.4% | -3.6% | -3.4% |
| 7D | +11.0% | +0.6% | +10.4% | +10.7% |
| 30D | +9.4% | +6.5% | +2.8% | +5.5% |
| 3M | -22.6% | +12.2% | -34.9% | -27.4% |
| 6M | -45.4% | +46.1% | -91.5% | -56.5% |
| YTD | +9.8% | -1.6% | +11.5% | +6.3% |
| 1Y | +8.0% | -5.1% | +13.2% | +7.0% |
| 3Y | +1,149.5% | +68.4% | +1,081.1% | +840.2% |
| 5Y | -55.6% | +79.4% | -135.0% | -69.7% |
| All | +34.7% | +237.3% | -202.6% | -32.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling