-34.4%
WULF vs SCHG
+0.2%
-34.5%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.8% | -5.5% | -8.3% | +0.9% |
| 7D | -20.9% | -6.8% | -14.2% | -3.6% |
| 30D | -32.7% | -11.2% | -21.5% | -5.3% |
| 3M | -44.2% | -7.4% | -36.9% | -29.7% |
| 6M | -57.1% | -1.0% | -56.1% | -54.4% |
| YTD | -12.3% | +0.9% | -13.2% | -10.0% |
| 1Y | -34.4% | -0.2% | -34.2% | -29.4% |
| All | -34.4% | +0.2% | -34.5% | -29.4% |
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