+363.7%
WULF vs SBAC
+2,199.0%
-1,835.3%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.2% | -0.4% | +8.6% | +8.2% |
| 7D | +21.9% | -0.1% | +22.0% | +21.9% |
| 30D | +4.6% | +3.2% | +1.3% | +4.4% |
| 3M | -30.9% | -5.1% | -25.9% | -30.9% |
| 6M | +29.9% | -2.1% | +32.0% | +29.7% |
| YTD | +55.4% | -0.5% | +56.0% | +55.1% |
| 1Y | +94.1% | +1.1% | +93.0% | +93.5% |
| 3Y | +892.2% | -7.4% | +899.7% | +888.1% |
| 5Y | -26.7% | -44.3% | +17.6% | -25.6% |
| 10Y | +94.0% | +77.6% | +16.4% | +87.7% |
| All | +363.7% | +2,199.0% | -1,835.3% | +264.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling