+82.7%
WULF vs SBAC
+87.1%
-4.5%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +2.2% | +1.5% | +3.6% |
| 7D | +1.4% | -2.1% | +3.5% | +1.5% |
| 30D | -2.6% | +2.0% | -4.6% | -2.7% |
| 3M | -34.0% | -8.3% | -25.7% | -33.6% |
| 6M | +10.0% | +0.3% | +9.7% | +9.4% |
| YTD | +45.7% | -2.2% | +47.9% | +45.2% |
| 1Y | +57.3% | -4.6% | +62.0% | +57.0% |
| 3Y | +878.9% | -8.3% | +887.2% | +867.6% |
| 5Y | -28.3% | -42.8% | +14.5% | -26.7% |
| All | +82.7% | +87.1% | -4.5% | +83.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SBAC.
Daily Out/Under-Performance
Portfolio return minus SBAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SBAC 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 SBAC 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