-22.1%
WULF vs SCCO
+43.0%
-65.0%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | +1.9% | -8.6% | -8.2% |
| 7D | -12.8% | -7.9% | -4.9% | -7.0% |
| 30D | -20.9% | -13.0% | -7.9% | -11.2% |
| 3M | -38.0% | -6.9% | -31.2% | -34.7% |
| 6M | -47.5% | +11.0% | -58.5% | -53.2% |
| YTD | +1.8% | +30.3% | -28.4% | -26.9% |
| 1Y | -22.1% | +45.0% | -67.0% | -51.0% |
| All | -22.1% | +43.0% | -65.0% | -51.0% |
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