+86.1%
WULF vs SCHG
+16.6%
+69.5%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.9% | +2.6% | +3.8% |
| 7D | +7.6% | -0.7% | +8.3% | +9.5% |
| 30D | -8.6% | +0.2% | -8.9% | -9.4% |
| 3M | -37.0% | +2.2% | -39.2% | -39.9% |
| 6M | +7.4% | +15.0% | -7.6% | -22.0% |
| YTD | +43.7% | +9.2% | +34.5% | +16.6% |
| 1Y | +86.1% | +15.7% | +70.4% | +50.8% |
| All | +86.1% | +16.6% | +69.5% | +50.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SCHG.
Daily Out/Under-Performance
Portfolio return minus SCHG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SCHG 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 SCHG 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