+76.1%
WULF vs SAP
+175.6%
-99.5%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -1.5% | -4.3% | -5.1% |
| 7D | -0.6% | -5.1% | +4.6% | +1.8% |
| 30D | -3.6% | -1.8% | -1.9% | -3.1% |
| 3M | -30.4% | +20.9% | -51.3% | -38.1% |
| 6M | +12.5% | +7.0% | +5.5% | +5.2% |
| YTD | +40.5% | -13.7% | +54.2% | +45.8% |
| 1Y | +53.0% | -19.6% | +72.6% | +65.4% |
| 3Y | +796.7% | +52.4% | +744.3% | +615.0% |
| 5Y | -30.9% | +54.4% | -85.3% | -49.0% |
| All | +76.1% | +175.6% | -99.5% | +12.7% |
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