+57.3%
WULF vs SBAC
-2.5%
+59.8%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +2.2% | +1.5% | +4.0% |
| 7D | +1.4% | -2.1% | +3.5% | +1.0% |
| 30D | -2.6% | +2.0% | -4.6% | -2.3% |
| 3M | -34.0% | -8.3% | -25.7% | -33.2% |
| 6M | +10.0% | +0.3% | +9.7% | +10.6% |
| YTD | +45.7% | -2.2% | +47.9% | +43.9% |
| 1Y | +57.3% | -4.6% | +62.0% | +59.5% |
| All | +57.3% | -2.5% | +59.8% | +59.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling