+86.1%
WULF vs SCCO
+105.9%
-19.8%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.4% | +2.1% | +2.0% |
| 7D | +7.6% | -5.3% | +12.8% | +11.6% |
| 30D | -8.6% | +0.9% | -9.5% | -10.0% |
| 3M | -37.0% | +2.4% | -39.4% | -39.1% |
| 6M | +7.4% | -2.4% | +9.8% | +6.0% |
| YTD | +43.7% | +42.4% | +1.2% | +15.6% |
| 1Y | +86.1% | +105.6% | -19.5% | +54.2% |
| All | +86.1% | +105.9% | -19.8% | +54.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SCCO.
Daily Out/Under-Performance
Portfolio return minus SCCO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SCCO 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 SCCO 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