+843.9%
WULF vs SBAC
-11.3%
+855.2%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -2.8% | -2.9% | -6.2% |
| 7D | -0.6% | -5.3% | +4.7% | -1.4% |
| 30D | -3.6% | +0.4% | -4.0% | -3.5% |
| 3M | -30.4% | -11.9% | -18.5% | -30.8% |
| 6M | +12.5% | -4.5% | +17.0% | +12.4% |
| YTD | +40.5% | -4.3% | +44.8% | +40.2% |
| 1Y | +53.0% | -3.9% | +56.9% | +52.9% |
| All | +843.9% | -11.3% | +855.2% | +930.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling